Nue seems to be a little peeved off about something.
Some visual easter eggs, too. Dat yin-yang bra on Reimu, and the tie on her bottom looks like her hair braid, too. The umbrella Kanako is under is Kogasa's umbrella (you can see the tongue behind Kanako) with Pyonta on top. Nue's blue tails are snaking around Kogasa's right arm, while Kogasa has that red bracelet or whatever on her right hand, matching up with her eyes. And I guess Hatate is the girl on top of the one pole looking at the character tags.