Fellow Touhou Christian here.
I'm honestly kinda chuckling a bit from reading this.
Touhou is a video game series so it's fiction, you're not praising and giving faith to the hakurei god for real by playing the game (unless :0....?)
If you're very keen about your faith, I find that interacting with media that displays other types of religions totally AOK unless you start worshiping the thing for real like a shut-in cultist. (but at that point, are you praising the religion in the game or the game itself?) Nobody gives Christians any smack for playing God of War that I know of
Anyways, do whatever you feel comfortable with but you aren't going to get in trouble by purchasing a Kanako or Chimata fumo (the only trouble relating to fumos are financial ones)