If i had a cent for every touhou game jam game where kyouko is the victim i'd have 2 cents, which isn't a lot but it's weird that it happened twice (the other one was in bird jam).
Neat concept though without a goal there isn't really much to do. The simplest thing to do with this idea is to just have the usual horror game gameplay of having to find stuff around the map to progress while avoiding the monster. Which i think could work very well with this game's mechanics.