It's a bit like 2 space indention versus 4 or 8 space. I find the em-dash example pretty compelling because visually relaxes my eye more than commas do — similar to how prefer at least 4 space indention over 2.

(Unrelated: The alt-code for em-dash on Windows is Alt+0151. I just typed my first manual em-dash wow exciting.)

Microsoft recently introduced typing via Windows key plus hyphen (en dash) and plus shift (em dash). Much easier.

I think offsetting the em dash with spaces is contrary to almost every style guide.