It's been said before, but Touhou isn't almost completely female in its casting because women aren't sufficiently put in positions of power, folks... Nope, the truth is not quite as rosy as this would suggest.
The fact is, the general otaku population is male, and young males tend to like video games with easily objectionable characters. Why do you think there's so much Rule 38 of these characters around, or so many memes? I'm really sorry to say this, but the Touhou fandom is much less about girls going "GIRL POWER! FUCK YEAH!" and a lot more about desperate single dudes spanking a taint while looking at various takes on lolicon. Not to mention that if you're honestly and seriously seeing female empowerment in these character designs - I can't help you.
Of course, I could say the exact same thing to anyone who'd actually laud Bayonetta for its portrayal of the fairer sex... On one hand you have superpowered and childishly innocent little girls who have fights that would make a Dragon Ball Z episode look tame in comparison, and on the other you've got a sexed-up pseudo-witch who wears nothing but her own hair and one of Jeanine Melnitz' leftover pairs of glasses. Objectification all over.
As for the players - and I do know some Danmaku players - they tend not to give a shit about Gensokyo, at least not up here in Canada. Most of the guys I know who have tried Cave shooters or actual Touhou titles are simply interested in the Bullet Hell type of gameplay. Tell them there's an actual plot and a cast, and they just shrug that right off.
Personally, however, I'd seriously recommend Treasure's Ikaruga as a more accessible and slightly less objectionable take on the formula. You get the exact same gameplay, without anything resembling Magical Girls or stories concerning mystical miko priestesses stuck in a made-up chunk of Japan.
Honestly, if you're looking for a game with a strong and relatable female character, I'd look no further than Benoit Sokal's Syberia series. Kate Walker's a lot more positive and realistic as a role model than anything ZUN could ever crap out. Or, failing that, April Ryan from The Longest Journey or Dreamfall.