Youkai do not revive, they just regenerate, or heal rather fast with their magic power. Some youkai has the power of reviving tho, but they're rare and can only do it within a limit.
Ex: some tales said a Kyuubi has stored their power of 100 years in each tail, which is enough to revive them 9 times.
On the other hand, most of youkai die just like us when their body is destroyed beyond help. In some case, their soul is saved and run into another body/host, but I'd not call that "revive" anymore.
Of course, that would be after a danmaku battle, not getting shredded to pieces and exploded.
Miko said that youkai don't fear death because even if they die they'll be reborn or come back as phantoms. And considerating how youkai are "created" in the first place, it's entirely possible that they won't really die permanently unless they are completely forgotten.
