For the record, I wrote my post while disregarding the Mima fandom, because the overwhelming majority of cries for Mima to return are some combination of hipster, ironic, and brainless, and all of them that aren't ironic are delusional. It's a fanbase that has earned its ignorability.
I speak of characters "coming back" in the Youmu-in-10D sense more than the Yuuka-in-WaHH sense. In that sense, I would not only not say it's surprising that people would want characters to return, I would go so far as to say that it would be very bad if people didn't want characters to return, because that implies ZUN has done a piss-poor job of creating likable characters. People want characters to return because they're attached to those characters and want to see the characters expanded upon further (and we all know how much room there is for this) so there is even more of that character.
Just as one example in a world of them, 10D and Soap 'Em gave us an ancient naive cowardly arsonist human(ish) with a boat, an accent, and a funny hat that stands out in a world of funny hats. She instantly shot up past her peers towar the upper echelon of the popularity poll rankings, and of all the names I've seen shouted for in terms of who "should" be in TH14, hers has been the loudest, and by a fairly wide margin at that.
Now TH14 could include her as a playable, just as 10D did with Youmu. From a gameplay standpoint, we could see an enjoyable new shot type (I hold that Youmu's shot type is the second-best thing about 10D after Miko). From a characterization standppoint, we could see a cute girl from ancient times meeting new people and marveling at modern innovations. What if she ran into Nitori? Imagine the hilarity that would ensue! And so on and so forth.
Or TH14 could include an entirely new cast of characters. Some of them could be enjoyable as characters - in fact, there are pretty good odds at least one will stick out. But it's not a guarantee, and it leaves the nigh-endless potential for Futo shenanigans untapped, which is very likely an disgustingly undesirable outcome for all the people that helped launch her to19th.