I don't see how any Touhou's past can be considered horrible.
Death? That's a walk in the park in Gensokyo, and don't bring that ''Oh Mokou suffered so much and killed many people'' crap, because it's not buying anybody.
If anything, it would be the ''least cheerful'' past. As no Touhous are holding any kind of regret at this moment, maybe the Lunarians and Mokou.