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