>>35343742
To my understanding (and therefore my headcanon), Gensokyo is where things go when they are lost, forgotten, and no longer have any place in this world. The gods that came to Gensokyo did so because their time was limited, with fewer and fewer followers coming to the shrines to give their faith.
Christianity is one of the major religions in this world. That alone means it does not belong in Gensokyo. There is more than enough believers placing their faith in Jesus and God that they would not have to move to Gensokyo or worry about completely fading from existence.