One thing about the SDM cast is that the SDM is huge. Out of all the "organizations" in Touhou, the SDM has the most named characters, an unnamed one, and a whole slew of generic employees. This gives the fandom a LOT to work with. Between Remilia, Sakuya, Meiling, Patchouli, and Flandre, you pretty much have everything you need for a full cast, with enough range of personality, abilities, and even weaknesses to apply it to almost any plot you can think of, as well as a high chance of at least some of those personalities (be they the fandom version or the canon version) appealing to you. And any hole that's missing can be filled up with blank-slate Koakuma.
Their relationships TO each other are defined, too. We're not completely sure how Ichirin, Shou, and Muramasa interact with each other, but we do know that Remilia is everyones' boss, Flandre is Remilia's younger sister, Meiling works under Sakuya, Sakuya and Meiling and Koakuma work under Patchouli, etc. These relationships are defined just enough for people to have hooks to latch onto without being so restrictive that you have no freedom to play with. Or even if you don't make doujin and fanfic and fan-made stories, someone who simply likes following Touhou just for its canon plot will likely appreciate the fact that these characters have a generally defined canonical relationship to each other.
Actually, IMHO that's kinda a big failing of the characters from UFO and TD, in that we don't know much about how they interact with each other (heck, Seiga is practically the opposite of interacting with the rest of her group, if she's even still a part of it). Meanwhile, MoF and SA suffer from overly small related casts (MoF just has Suwako + Sanae + Kanako for 3, and in SA only the Satori sisters and their two pets are really related to each other).
Even their home is the most developed building in all of Touhou. It has a library, a basement, a bell tower, a garden, a gate, is ridiculously large on the inside with lots of dark corners per Perfect Memento, is near/on a lake, etc. Again, just like the SDM cast, you pretty much can do almost anything with this setting alone, too.
They also seem to have a good deal of interactions outside the SDM, too. Although the fact that the entire friggin' SDM named cast besides Flandre have been in the previous two fighting games helped that.