For every single Windows game beyond PoFV, which is a special case, all the main characters have a human element to them. Youkai may tag along in various ways (IN and SA), but a full fledged youkai or fairy has never been a sole main character for the normal integer games.
Sure, if you start imposing a whole bunch of conditions (must be after PoFV, must be the sole main character, must be fully youkai (ie, not-quite-human characters like Youmu (half-ghost) and Sanae (living god), and even Sakuya (whom Remilia says can no longer be considered human because of the time she's spent at the SDM) don't count), must be an integer game...) you can make any claim stick... That's kind of cheating though. =)
In IN, the devil team is led by Remilia with Sakuya merely tagging along ("Sakuya, I didn't really ask you to tag along." "What are you saying? I'm simply worried." etc..). Going out to punish those who stole away the moon (ie, resolving the Imperishable Night incident) is her initiative.
In SA, both human characters involved in SA pretty much ignore the incident at first ("Confused, the two girls wondered what to do about the geyser, so they decided to build a spa.", because... yeah. That sounds like a reasonable course of action. =) ) Then various youkai respond to the incident and take charge of the situation through the intermediate of Reimu or Marisa. Technically the latter two are the playable characters, but they're not the ones with the initiative to resolve the incident - youkai are.
In ISC, pretty much every youkai (of note) in Gensokyo heads out to deal with Seija. Only a small percentage of characters in that game are human. Not to mention the sole main character in the game is Seija. Sure, it's not an integer-game, but I
really don't see why this matters - Gensokyo is Gensokyo. =P
Gonna have to agree with Tengukami on the whole "trying too hard to find a pattern where there's none" thing... ZUN will make a character playable if he wants to, not because past games unintentionally follow a trend or not.....