I imagine they're harder than they look? Or that they ramp up in later levels (I only watched the first five minutes). Sorry for the tangent, but I didn't want to necro the 5 years old Touhou project thread.
The Normal difficulty level isn't too bad until the last three stages, then the real beatdown begins. On Hard level, things get trickier quicker and stay bad. We don't talk about Lunatic level.
And the Extra Stages are quite difficult too, although they're generally not as hard as a full Lunatic run-through. I remember spending easily ~20 hours trying to defeat Ran and maybe 3/4 of that time on Mokou.
I haven't played any of them other than Lotus Land Story, Embodiment of Scarlet Devil and Mountain of Faith. Mountain of Faith is a cakewalk compared to Scarlet Devil IMO, just comparing the bosses. I've never made it past Stage 4 of either, but in MOF it's much easier to get there.
Its probably because I've by far spent the most time playing it, but EoSD is one of the easiest Touhous. The final boss and stage 5 bosses are pushovers and Master Spark lets you just ignore spell signs you don't like. That said, Patchouli and the stage 5 mid-boss will easily wreck your shit and Cirno is the second hardest stage 2 boss I've seen.
MoF feels weird for me to play. There was a point where I couldn't consistently get past Stage 1 without dying. But the rest wasn't terribly hard until the final boss, who has some really annoying spell signs. Which is where the difference between EoSD and MoF REALLY gets driven home. In EoSD, you can just press X to skip annoying spell signs like Icicle Fall and Misdirection. But you get less bang for your bomb in MoF, so the really bad spell signs might take away more then one bomb/life. Plus, the MoF extra boss is easily the hardest one I've fought. This includes freaking Yukari, who at least uses less creative spell signs.