In terms of ZUN's policies, it's probably not a big deal.
For example, earlier this year. 3 Touhou characters (Reimu, Marisa, Remilia) made guest appearances in the PSP RPG "Nendroid Generation". And I'm told Cirno's Pefect Math Classroom has already been featured in a browser rhythm game. I can't find that game, but just through a simple search, I encountered two commercial Touhou alarm clock apps for smartphones, one of which features 12 arranged songs, the other is a Cirno clock claiming "this product was developed with the express consent of Team Shanghai Alice."
My current understanding is this (correct me if I'm wrong):
All Touhou products made by commercial entities are considered "secondary creation", same as doujin and fan works, meaning that they are not official products licensed by Team Shanghai Alice. If you are a corporation and want to make Touhou mercandise, you must notify your intention to Team Shanghai Alice, and follow the policy guidelines. However, ZUN would not take one cent from you.
In short, all Touhou mercandises - figures, plushies and what not, are unofficial, including - especially - that Anime Tenchou x Touhou anime short of 2011, and ZUN doesn't profit from any of them. These games shouldn't be any different.