Thanks for that. I had no idea either. I'm genuinely surprised Windows buries such a crucial thing like this. Or why they even bothered adding it in the first place when it's so complicated.

The Windows version is an escape hatch for keying in any arbitrary character code, hence why it's so convoluted. You need to know which code you're after.

To be fair, the alt-input is a generalized system for inputting Unicode characters outside the set keyboard layout. So it's not like they added this input specifically. Still, the em dash really should have an easier input method given how crucial a symbol it is.