I think the Scarlet sisters don't really fear the sun, they just don't like it (well I guess the question of why she'd go in the sunlight still kinda stands, but eh)
...Shouldn't she be burning up from leaning out intk the sun?
Later Fan Manga (Doujins) and Canon Touhou mangas of Touhou depicts Both Flan and Remi have much resistant to the sun. (More so Flan) Flan gets more energized in the Sun, even though both prefer the Night and the full moon. (Solar Vampire is the term). This is like Cirno getting a Tan, powering her character up kind thing.
