Now this one piqued my interest also, so I decided to look at the story. I can't read most of it (not quickly, anyway) but from the yukkuri's dialog, I think I've picked up what's going on...
Reimu is pregnant, with Marisa as the father. Reimu gives birth to seven ko's. At this point, Anon brings out the hot plate. He explains that it's used to make pancakes, etc. Reimu and Marisa think that Anon is going to make Mister Pancakes for their new family, and so they thank him...
But Anon says that's not what he's going to do. Reimu and Marisa are disappointed, that there aren't going to be any Mister Pancakes...