[EGreg]

In many countries around the world, em dashes also express dialogue!

I grew up reading novels and plays

Inspector Lestrade and Holmes were speaking:

— What’s up?

— Not much

— Cool.

[macintux]

em dashes are also sometimes used to express interruption in dialog.

"I was thinking—"

"Well, there's your first mistake"

[xorcist]

Typographically speaking, it's really a separate kind of dash, a tad bit longer than an en dash. Nowadays it's more often set as an en dash, the em dash is a bit old fashioned for dialogue. But probably this differs between countries.