Uh... well, it happened. Then again, there's been a bit of foreshadowing for her appearance, so it's not as random as one might first think.
I still think it's a mira-
THAT'S IT. Sanae's in Gensokyo, got access to internet thanks to the Kappa, and is a member of this forum since a while. Now, upon hearing the news about HM, she got pretty excited. She thought of who she'd like to include in the game; She picked her favorites (Nitori was an obvious choice. *nods nods*), and remembered that time where Koishi and ReiRisa fought at the shrine and thought "Holy crap this fight was cool I need to be able to PLAY IT". Thus, she used her powers to create miracles to force her into the game!
And then! She was like "Pfff I'll also sabotage those other two loonies" and used her powers again to give Byakuren a silly hat (She's jealous of her gradient hair) and Miko a cape, because Sanae knows every vilians have capes. (But it backfired, making Miko awesome) Finally, after 6 days of miracle working, she took a day of rest.
I knew it. Now all that's left if finding Sanae on the forum. >_>