The story is: the ribbon lost it power after long time and a the darkness covered the whole Gensokyo. After the defeat of the miko, only you (Cirno) can save the day (literally)!
EX Rumia is on the traditional player side of the screen. I'm betting that the real story is that ZUN is giving up on Touhou and so EX Rumia has to gather THE STRONGEST of Gensokyo (not just Cirno) to make him change his mind.
Too bad Rumia wasn't in Touhou Unthinkable natural law(was she?) But we can still look on the bright side, Cirno and Okuu is and that my friends is what really matter(plus it's not a joke)