My guess is Chen is going to school or shopping for the first time but Ran could not let her go alone so she employed Reimu and Marisa to follow her and record everything. After having done that Ran still worried follows the Chen, while Yukari goes to ensure Ran does not go too far in her attempts to protect Chen.
I know that this is like 14 years old but considering the cameraman Marisa, it's probably a reference to the Japanese show "Hajimete no Otsukai" which films kids going on their first errands.
