Not at all, no. Here's a few historical examples:

1903 edition of The Wizard of Oz — https://archive.org/details/newwizardofoz00baum/page/2/mode/...

A page from Life magazine, 1894 — https://archive.org/details/sim_life_1894-08-23_24_608/page/...

The Illustrated London News, 1843 — https://archive.org/details/illustrated-london-news-v002-184...

The em dash pretty much just joins the two glyphs together. It's supposed to look that way.