Felt like throwing my two cents in.
As a retro game enthusiast, PC-98 games hold a special place in my heart. Unlike for most people, those were the first Touhou games that I played, and thanks to those games, Touhou became one of my favorite video game series of all time. I like the game design, the memorable characters, the sound of FM, and countless references to old Japanese video games, manga, video game and pop music, classic literature, religion and folklore. It's only natural that many of my favorite Touhou characters are from PC-98 games.
I don't see much point in comparing certain characters to each other (Yumeko/Sakuya, etc), not to mention there are very few examples of that. You can find some interesting similarities, yes, but in the end the characters are completely different. That's like comparing a knight to a ninja or something.
The main question of the topic, I think, is not "why do people who like PC-98 characters prefer them over Windows characters", but "why do people who like Windows games ignore PC-98 games", at least that's how I see it.
For a long time I wondered, where the thought of questionable canon status or similar views come from. I guess, as Bigode said, the fact that even in Japan many people don't know about the PC-98 games (because of limited copies, PC-98 being an old and rare system, and strict Japanese anti-piracy laws), which results in less secondary works focused on the old characters, gives an illusion of questionable canonicity, a false impression which is treated by some people as reality. Add to that rare appearances of old characters in official material, "seizure-rific" graphics and misinformation spread. For me, there is no such things as PC-98 era and Windows era. There's PC-98 games and Windows games. Even if there's no recent appearances of many old characters, there's no explicit official statement saying that PC-98 games are non-canon or form a separate universe. In any case, why would someone want to cut off such a big and important piece of Touhou universe and history is beyond me.
A good comparison example would be the Metal Gear series. I've seen many people who played MGS games saying "ignore the MSX games", or even worse. Personally, I've enjoyed the hell out of the 8-bit MG titles for MSX2 and NES, but found Metal Gear Solid for PS1 quite boring.
To each their own, simple as that.