It's nigh impossible for any creator to fully explain every aspect of a character to the point where there's nothing left for fanon to interpret or play with, anyways. Heck, truthfully, after Cage in Lunatic Runagate, a lot of characters have been more fleshed out than most RPG characters even after you include official written works within that RPG, yet there's still tons of ways for fanon to interpret and flesh things out more with.
Granted, the fact that no one dies in Touhou and the "storyline" consists of incidents that get resolved rather than one major story being concluded helps things a bit, I guess. Hard for fanon to write a post FFVII fic that includes Sephiroth and Jenova without some sort of contrived ressurection thing when Sephiroth and Jenova are dead, or to further explore Cloud's character when he's character-developed out of a lot of his flaws throughout the FFVII storyline. .....not that that stopped Squaresoft from doing it (they just... went ahead with the contrived ressurection and ret-conned the character development anyways)
(as an aside, Touhou actually does have minor character development, but not to the point where a character at the beginning of the story is 100% different from the end. But that's off-topic from my original point)
ZUN could write an entire novel and there still would be room for the fanon to play with things. Heck, JK Rowling wrote 7 and yet the fandom still goes wild with Harry Potter.