Although I'm still an unfortunate 'secondary' myself, I really feel like fans shouldn't be so proud about it. The truth is that the franchise wouldn't be so popular in the first place if the games didn't have some quality, so however much one might enjoy the derivative works which have sprung up because of them, you should definitely still at least acknowledge the source.
Ultimately, I think that cordoning oneself off from certain parts of the fandom also might unnecessarily restrict one's enjoyment. For example, if you strictly stick to the manga and doujin side of the Touhou fandom, you'll never get to take in Touhou's music scene, which is another incredible part of the series' community. And the thing is, all of this great stuff -- Touhou's setting, characters, music, story -- ultimately comes back down to the games.
I really enjoy Touhou's setting/concepts so I've basically devoured all of the official manga and print works (Touhou wiki's official literature page is a great resource). Because of this I feel like I have a pretty good grasp of the 'canon' of the franchise, and this has helped me appreciate/connect with a lot of the more heavy/obtuse fan works out there. However, no matter how many of these supplementary materials I have read, I don't feel like I will have truly experienced and understood the franchise until I have played the games. In truth, if all I've experienced are the secondary materials, I can't remotely begin to compare my knowledge or experience with those fans who have played the games. In the end it's not inaccurate to say that people can enjoy Touhou without having to experience the source material, but really I think that the quality/*depth* of that enjoyment will be different. The thing is just that I definitely think there is a lot to enjoy about the Touhou games themselves or other areas of the fandom as well, so while there's no need to jump into them immediately, fans should keep an open mind toward them for the prospect of expanding their love for Touhou in the future.