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The space is conventional in Britain. Without the space looks strange to me.

(Android users — try long pressing the - key in the punctuation menu.)

In my opinion — and let's face it, much of this is just a matter of opinion! — a normal space is too much. Try thin space (U+2009) for a more subtle effect. (The exact result may depend on your font, however.)

This was the typographical choice that Medium landed on for their rich text editor as well

I agree; it is down to opinion. I'd like to make use of the thin-space — but it doesn't make much difference in the typeface I'm using to write this reply.

I disagree [1]; pick up a book that's been typeset, and look for an em dash. I doubt you'll see any spaces.

[1] https://en.oxforddictionaries.com/grammar/dash-and-em-dash

When the dash (whatever type) is used to separate parts of a sentence, in British use there will be spaces either side. If Oxford is the exception, then I'm not surprised – they're the exception to many British writing styles. Admittedly, these examples look closer to en than em length.

From some books and a magazine on my table: https://imgur.com/a/GNl2p

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