I'm guessing... they made a nest from Reimu's hair but some anon threw it away?
(*Caution: If you leave it there for a long time, it will lead to trouble later on, so be careful.)*Instead, take the opportunity to get rid of it while they're in another room.*At this time, you must _not_ dispose of it right away.*When they begin weaving a nest out of hair and bits of rags, it's a sign that they're about to make babies.