Let's not pursue this train of conversation any further, mmkay? :toot:
The one major downside that immediately comes to mind to me is the question of mortality. With the exception of the humans (and it's not even sure how long their lifespans are compared to normal anyway), any Touhou you live with and/or fall in love with is going to outlive you. Also, you're going to go through that nasty aging process while they keep their relative youth and beauty. That might be good if you feel like being Hugh Hefner, but I could imagine it'd be depressing to the average person.