It turns out to be a empty basement, which looks like some art thing, and then the hallucinations come in........
..............NO ONE COMES OUT!
They left through a side exit. That, or the group was the "lucky winners", and got to see the ACTUAL SDM. Naturally, no one was home for safety reasons. They left, tried to talk about it... and no one believed them.
No big surprise, huh? Honestly, if any of us suddenly talked about actually exploring Gensokyo, even the diehards would respond: "you were dreaming."
Then again, I should never underestimate the power of the fanbase, and the fanaticism of the diehards. This might actually be a different case, given HOW obsessed the diehards are.
Which is exactly why Yukari would never drag anyone who knows the series there. Because we know TOO MUCH. We know the characters' psyche, and far from being powerless, if one pushed the right buttons on the right people (Tenshi's boredom, Patchy's issues with Marisa, Flandre's innocence, and Remilia's vanity), they could cause an incident without doing anything themselves! Of course, it'd be a high stakes game. One mistake, and it's GAME OVER. But done right, one could use the fact they know pretty much anything about it and form quite the power base.
OK, what is wrong with me? I seriously considered this topic for even a millisecond? But if Yukari does make people vanish, ironic though it is, the only way to get to Gensokyo is through ignorance, and the only way to be safe from her is through knowledge.
Why the hell am I even writing this? I don't know, I went WAY off topic, and I'm just going to press Post on this mess right now.