This is an excellent question!  The reason is pretty simple—if you read our article here in the UberQ about how hyphenation and rivers work, having the emdashes and ellipses not attached to the text around them is to prevent the devices from viewing two words, connected by an emdash or ellipsis as a single word.  

In HTML,  a punctuation character is “attached” to the word next to it. A period is attached to the word before it—but not the word after it.  A comma, the same.  The same holds true for colons, semi-colons, question marks, exclamation marks and so forth.  But emdashes, hyphens and ellipses exist somewhat differently. They are connected to both the word that precedes them, and the word that comes after them.  Thus—if you see that, “thus” and “if”, coupled with the emdash, are viewed by the devices as a single word.

Why do we care about that? Well, in the older devices that don’t have Enhanced typesetting or on-the-fly hyphenation, two words joined by an emdash (or dash or hyphen or ellipsis) would create one very long word.  The non-hyphenating devices wouldn’t “think” to split that long word after the emdash, for example.  Thus, they’d move the entire paired set of words and the emdash to the next line, if there weren’t enough characters remaining, on a single line for the entire “word.”  That would create quite-ugly rivers of white.  (If you didn’t read the article on gaps between words, hyphenation and rivers, please see the first paragraph in this article for the link.)