I’m not saying here that anime cannot create good ‘settings’. Haibane Renmei, the Aria series, and now Sora no Woto have shown us that anime can create an amazing setting, but you’ll notice that all of those series take place almost entirely in one city. That, I’m afraid, I cannot consider a ‘world’ (even a continent might be fine for that consideration, but not a city.) I want to see a ‘world’ like a JRPG has – I can fully visualize the world map of Tales of Symphonia 5 years after playing it because it was such a fully realized, fully explorable, and immersive world. But then wait – why the hell can I see Gensokyo more clearly than any other world?!
Having a look at, for example, the story of Embodiement of Scarlet Devil. From the past games in the series, we have established that the lead character, Reimu, lives in a shrine in the world of Gensokyo , which is largely populated by all sorts of classical Japanese monsters, some humans, and a lot of eccentric people. In EoSD, we learn that there is a mansion somewhere that Remilia Scarlet and her family lives in, and it’s where the main character goes to beat the game. The first stage has the character flying through a long forest, the second over a massive lake, and the third at the strange-looking entrance to the mansion. Therefor, we can create an image in our head that if you leave the forest surrounding Reimu’s house, fly for quite a while, and pass over a huge lake, you will eventually get to the Scarlet Devil Mansion. We learn that the mansion has a massive library, as well as that it is bigger on the inside than it is on the outside, and that it is populated by many, many maids.
We are given only a couple of lines of dialog from each character we meet with only the tiniest implications of their personalities. ZUN has written some background information on them, but it is mostly ‘telling.’ He tells us a lot of things about the characters, but even when he does, he is sketchy about it, claiming a lot of things to be ‘rumors’ or stating that sources may be more or less correct than they seem. The only time he gives us any scenarios involving the characters, it has a strong bias on the part of the narrators in question, skewing information further.
Point being, there isn’t a whole lot that is given to the player as ‘facts about Touhou’, but a lot of things that are given as ‘inspiration.’ With Touhou, it is possible to completely create the world and the characters inside of your head, all your own, and yet be correct about it.