I have a theory that yukkuris are the physical manifestations of Touhou characters' repressed urges.
Alice- Real Alice wants to be romantically involved with Marisa but is modest and shy and gets foiled by circumstance. Yukkuri Alice rapes Marisa at first sight, as well as other characters.
Reimu- Real Reimu is on friendly terms with many characters, including past foes, but keeps her relations at a formal level. She craves for donations in the shrine's donation box and materialistic wealth but failing that, resorts to supplication. Reimu is quite lazy but when trouble occurs she feels its her responsibility to resolve it and begrudgingly goes off. Yukkuri Reimu is constantly getting pregnant by others and bearing everyone's children. Yukkuri Reimu also demands goods from everyone and generally feels everything belongs to it. Yukkuri Reimu is also very lazy and loves to have others do the work for it i.e. fetching food.
Marisa- Real Marisa is strong and brags about her abilities to a degree but shows constraint. Yukkuri Marisa feels she is unquestionably the strongest being ever and that everyone around should worship it.