Gensoukyo and Touhou setting in general is so damn convenient. Like dream ending, it's so simple yet it can be used to explain every goddamn thing. In porn, Touhou is the real prodigy among all other excuses to have lesbian sex.
I thought the end implied that Marie actually lied to Renko and that the baby is a result of some gap youkai abducting and raping her one night, and that she lied because she wanted/needed her help to raise the baby...