Much like Kaguya is a Lunarian princess, Wakasagihime in truth in a princess of the merpeople, and fled to Gensokyo from the real world for reasons only she knows.
Over the years, various strange sounds have been picked up by the hydrophone arrays of the US military and other organizations (namely noises such as Upsweep, Whistle, Bloop, Julia, Slowdown, and Train). They were explained as the result of icebergs hitting the sea floor, ice quakes, or that of volcanic activity.
In truth, however, these sounds are emitted by arcane technological devices in the hidden settlements of the merpeople at the very bottom of the ocean. Their exact nature various - some of them are the equivalent of a highly advanced form of sonar with which her people hope to track down Wakasagihime. Others simply are encoded messages urging the princess to come back home.
These signals are as futile as they are dangerous to the merpeople. For one thing because Wakasagihime no longer inhabit any ocean of this world. For another, because each subsequent noise picked up by the humans makes them more likely to discover the hidden settlements of the merpeople beneath the ocean floor.