It's been an era and a half since I read Aoi Shiro and nothing's as gay as diving into Hell to save your girl (I think that's what happens?)

iirc they dove into the heart of the god's power to seal it away and preventing it from escaping out into the rest of the world. (Referenced by the line "We were swallowed by chaos and reborn, after all..." here)

That being said, I'm still surprised Youmu lost, but it shows that much like the Touhou itself, there many more games to play in the future.

Youmu actually did win. Remember that each of the Four Senses have to be called "-sama" by everyone, and at the end, Yuyuko called Youmu "Youmu-sama".