Here Walls uses the dashes to give us what’s called an aside—a little comment that’s related to what she’s talking about—before returning to her main point.
What makes the aside work is the word although:
Although there is this one fact—and here's an example that—the truth is actually more complicated than that.
Read this snippet without although. Go on—do it now. How does it sound?
Without although the snippet is just a random collection of facts.
The word although sets up the expectation that the first part of the sentence is going to be contradicted by the second part of the sentence.
The aside—the part between the em dashes—works because it is interrupting the resolution of the although.