The background art for the different stages are one of my most favorite aspects about the touhou shmups. I dont see anyone talk about them enough. This is some awesome eye candy to watch, good job.
It's Gensokyo. Some probably "noticed" but the unusual is normal so it didnt even register. Also, it's night. Most humans are probably asleep. Both because they're human, and because the night is especially dangerous in Gensokyo.