You have to double-tap the dash key each time — which is still faster/easier than pressing and holding to access the alternate character options — rather than simply starting and ending a parenthetical set of dashes and expecting it to convert.
My own word-vomit writing style uses more en-dashes than em dashes, but expecting a triple tap option seems a tad silly so I’ll forgive them for making me use the little menu.
Comments
so yes
The default option is shift+option and - key, pressed together.