Interesting, I’m an American English speaker but that’s how it feels natural to me to use dashes. Em-dashes with no spaces feels wrong for reasons I can’t articulate. This first usage—in this meandering sentence—feels bossy, like I can’t have a moment to read each word individually. But this second one — which feels more natural — lets the words and the punctuation breathe. I don’t actually know where I picked up this habit. Probably from the web.

It can also depend on the medium. Typically, newspapers (e.g. the AP style guide) use spaces around em-dashes, but books / Chicago style guide does not.