/jp/ - Otaku Culture

Wriggle is one of the few characters in the Touhou series to wear pants. Along with her somewhat forceful way of speaking, she is depicted as a tomboy. Keep in mind that Gensokyo is similar to feudal Japan in certain ways, so pants are hard to come by. Wriggle's pants are either made by a skilled tailor or imported from the Outside World, and are presumably more expensive than skirts.

To add on to this, her surname "Nightbug" is not a family name, it's the name of a species, given to her family by the creator ZUN. Names such as Wriggle's are names of gaijins. Taking the legend of the Firefly into consideration, Wriggle is the supposed daughter of aristocrat who turns into an insect in her dream.

Getting back to the main point, Wriggle's pants are a symbol of high status, so it makes sense that she would wear them consistently.