That's because that's exactly who she's parodying. They're all direct parodies of someone in the show. Cirno is parodying Takeru, a boy, for instance, which is why she's wearing shorts.
ThunderBird said: As far as parodies go, this isn't a very good one, then. I never would have thought of that if you hadn't said so... The artist could have altered the character designs a bit to make the parody-angle stand out better...
The artist probably didn't feel the need to since:
pixiv Title:
Shinryaku! Mikomusume
The style parody also makes it obvious. I'm not even a fan of the show and I was able to figure out who was who before I saw the source title. I saw the pun coming which is the only reason why I bothered checking it.
But anyway, not every parody needs to be so blatant and overt. I prefer this artist's more subtle approach.