Not too much, but I think that's because she's had her pyromancy for over 1000 years; I'd be surprised if she felt anything at all.

I'm calm now; I only freak out if those fires suddenly appear. I'm trying really hard not to set the whole town on fire and so far, it's working...

(Reimu is clearly trying to focus a fire; she's staring at her hand, her eyes twitching a bit as she puts her concentration towards it...

...after a moment, her hand is entirely engulfed in flame. Reimu doesn't even flinch in the slightest; in fact, she seems intrigued by this.)

Huh...maybe it's not that hard after all...