That’s probably because the posts are stored as plain text, and any markdown within them is just rendered at display time. This is presumably also how you can view any post or comment’s original source. So, here you go:
Double –
En – (alt 0150)
Em — (alt 0151)
And for good measure, a triple:
Actually, I notice if you include a triple that’s not on a line by itself it does render it as an em dash rather than en, like so: —
That’s a horizontal rule.
Refreshingly, the frontend just converts it to a plain old HTML <hr> tag and doesn’t try to reinvent the wheel, either.