According to Yukari, the others were going to arrive later on, they're either further behind Tsukune and the gang or they're making last minute preperations for the continuing raid Fairy Tale.
However i agree with Chris38 that Fairy Tale's state of alert could be difficult for Touhou and Mikogami to get in, BUT this could be a good thing, if Fairy Tale's state of alert is concentrated on the enemy forces inside the HQ rather than preparing for reinforcements of the enemies's forces from outside, than Touhou's and Mikogami's arrival and infiltration should be easier.
From the looks of the anti-aircraft defences of Fairy Tale HQ it looks like they're manned rather than automatic, this could also be a good thing if they were to become a problem.
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