Actually, considering this is Gensokyo, isn't it more likely that Santa does exist, but is just a cute girl or something?
D-Did she just say Santa...? Is this chump for real!? Crap, I can't...I gotta hold out, don't say it!Shinmyoumaru and SantaIf you're not a good kid, you won't be able to meet Santa.You've done nothing but help out, lately.Is something up?Eh? Well, because...Santa doesn't exist!She couldn't resist.