I think these was just a neat easter egg that ZUN added, i'm guessing that this was pretty easy to colour swap since the sprites for the older games weren't that complicated.
In touhou 3, you change the colours of the playable characters by pressing X while having them selected. In touhou 7, you change their colours by holding Shift and pressing Z on the keyboard while selecting them. From what i know, these are the only games with these feature. If anyone can correct me on if more Touhou games allow this, please tell me.