What I don't get about this explanation is that I'd expect high-profile embassies to be at least monitored for radio activity or even shielded against it. But maybe I'm just expecting too much vigilance here.
IIUC, the microwave bursts are extremely directional, so you can’t really monitor for this effectively. Similarly, it’s bit unrealistic to cover the entire embassy in thick steel (and have no windows).
On the other hand a fine, grounded mesh will protect just fine against such attacks. Even in windows. Look up IEMI shielding.
Now taking these two together I think that it is possible that the embassy had both shielding and detectors. Because the attacks may have happened outside the shielding, and the detectors were inside to detect bugs.