This Koreimu and the other koyukkuris seems not so smart as the High Grade Pet Shop Reimu, She thinks that it's a different person despite that anon removed his disguise in front of her eyes.
That seems to be the general way yukkuri think. It's not really a matter of intelligence, just some mechanic of their delusional minds.
My personal theory is that yukkuri were "rushed." They were made fully autonomous and their non-organic, unnatural internal functions were made self-sustaining, but in such a way that their sentience was unable to be completed normally. Like parts got in the way, or other aspects made full sentience impossible. So corners had to be cut in order to meet their "release date." Thus you have such dysfunctional and inefficient aspects of their psyche. One could also say that's why they're not particularly intelligent, as some of these 'cut corners' highly limits their overall thought power.
Actually, many yukkuris do realize the "accessory swap trick" if done in front of them, not all of them, but many do, so it really shows how specially Low INT this yu's for falling for it even if done in front of them and when the person go "It was all a trick!".
About your "Rushed Theory" I dunno, either they are accidental, a experiment gone wrong or the trolling of a dick wizard, Yukkuris started in gensokyo and they never seemed to have any particular purpose (they didn't even start as pets that went feral.)
I usually prefer to blame it to Zelretch and claim he wants to troll humanity through asshole pastries.