Посмотрел сейчас в сети — так они и правда не ставят пробелы. И таковы правила.
«Don't put a space between an em-dash and the adjacent words»
Alex in Florida asked, "Should there be a space before and after a dash?"
Every style guide I checked, except the AP Stylebook, stated there should be no spaces between an em-dash and the adjacent words. That means it is a style choice. If you're writing for a newspaper, magazine, or website that uses Associated Press style, put in the spaces. Otherwise, leave them out.