Its also interesting that both Marisa and Alice actually have actual family out there- but they have left them and rarely ever or never see them. Alice is one of the very few characters who we've met a parent of. Marisa has family in the village but never sees them right? Or is that just speculation? As for Reimu, I dont think we know a thing about how she came to the shrine or her family right?
Marisa seems to have bad blood with her folks, but CoLA states that she doesn't talk much about them because she considers it a 'private matter'. I suppose a standard family in the human village raised to follow norms and fear yokai would be pretty angry if their kid randomly decided to start living in a dangerous forest, though at least she had Rinnosuke to look out for her. As for Reimu, Marisa explicitly calls her an orphan in CoLA, and the fact that she knows jack shit about the god she's supposed to serve suggests that she lost her family pretty early, and was presumably educated by anonymous priests or maybe even someone like Yukari (though this seems like one of those things ZUN will be content to leave up in the air till the end of time, since he doesn't feel a compulsive need to explain every character's past when he just plop them into stories and give them a basic motive, with the fans being free to invent the rest).
Actually there are also quite a few sisters out there in the various groups- that seems to be a real family connection Touhou likes rather than parental- I guess because they will be a similar age and can appear in a new story together and both fight etc, whereas a parent would be a wierd dynamic for the games? But you could certainly introduce them in canon manga if they wanted to, but I guess zun doesnt want that?
There's characters who have pseudo-parents, like Sanae with Kanako and Suwako, or arguably even Kaguya with Eirin, but ZUN by and large doesn't use family stereotypes to define his relationships- characters that stick together do so either because of official positions (Youmu as the the Hakugyokurou gardener, Ran as Yukari's shikigami), or due to shared locations and occupations (Okuu and Orin serving Satori), or because of literal, mind-bending subordination (Satono and Mai with Okina, Yoshika with Seiga). However, the Watatsuki sisters are also married, and we hear absolutely nothing about their husbands or relations and are simply told that they're relative social outcasts on the moon and spend much of their time at a military base, family be damned. So it's more like ZUN gets a character idea, throws in any and all details that he thinks are interesting, and at the end of his planning process, sorts the characters into your standard seven-boss hierarchy. If he thinks two characters will have interesting interactions, he'll put them together in a story, but considerations of tropes like, "Reimu, I am your father," definitely don't apply. Hence, the prevalence of 'found families'- ZUN just puts characters in relationships based on situations and ideas, and the fans come up with labels for them to reduce the ambiguity.