This is pretty much canon Sanae. When she first debuted she had a big head cuz' she was hot-sh*t back home in the outside world, and for her entire life the only people she knew who were out of her league were Kanako and Suwako, but she's not nearly as special here in Gensokyo, especially since she doesn't have Reimu's "destroy me and you risk destroying Gensokyo" plot-shield!