As she is about to wake up, she wants to say goodbye to tell everyone "Next time we'll meet for real". I'm always thinking about this sort of thing, so the story resembled something out of a DoreSagu doujin, huh. The black soldiers capturing both of them symbolize Shinki's wings. Gensokyo is called a place where ended stories come back, but I think Makai is its predecessor (which is why Alice from Wonderland is there). I wonder if the Shikisan Engi and Shoutoku Legend coming back to life was a whim of the sages or an inevitability.