Your colleague is correct.
Here is what the Chicago Manual of Style says about it:
6.85: Em dashes instead of commas, parentheses, or colons
The em dash, often simply called the dash, is the most commonly used and most versatile of the dashes. (In British usage, spaced en dashes are used in place of em dashes; see 6.83.) Em dashes are used to set off an amplifying or explanatory element and in that sense can function as an alternative to parentheses (second and third examples), commas (fourth and fifth examples), or a colon (first example)—especially when an abrupt break in thought is called for.
It was a revival of the most potent image in modern democracy—the
revolutionary idea.
The influence of three impressionists—Monet,
Sisley, and Degas—is obvious in her work.
The chancellor—he had
been awake half the night—came down in an angry mood.
She
outlined the strategy—a strategy that would, she hoped, secure the
peace.
My friends—that is, my former friends—ganged up on me.
To avoid confusion, the em dash should never be used within or immediately following another element set off by an em dash (or pair of em dashes). Use parentheses or commas instead.
The Whipplesworth conference—which had already been interrupted by
three demonstrations (the last bordering on violence)—was adjourned
promptly.
or
The Whipplesworth conference—which had already been interrupted by
three demonstrations, the last bordering on violence—was adjourned
promptly.