^^ I'm not sure it really matters if they're in Gensokyo or not in this particular scene, so if it's just an excuse to get them out of their ZUN outfits for a couple panels, I'm fine with it.
And the other lesbian character (Chizuru, the redhead who likes Orihime) ends up alone (I don't read the manga so I don't know, the spoilers were bad enough to make me give up on the anime, and I only planned on reading the manga after finishing the anime).