Nope, only be forgotten. For example Kanako and Suwako were goddesses from the outside world who moved to Gensokyo since they had almost no worshippers in modern times, which would cause Suwako to cease to exist if they were forgotten. There's also Renko and Maribel who somehow can go into Gensokyo by their own means or Sumireko who can go while dreaming.>>474386185
I was never able to get into the flying fighting games. Hisoutensoku is still the best of the bunch because it plays like an actual fighting game with Touhou grazing mechanics, the only thing that ruins it is the random weather effects.