I refuse to care about this. A single dash is all I will ever use. I see no possible reason to use the other two.
I take this advice like "do not use a preposition to end a sentence with" and "pay close attention to 'much' and 'many'". Personal preferences from the 1800s taken as gospel by grammatical extremists, to the point where they're taken as some kind of solid rule in a vain attempt to forcefully shape language to a personal preference. There are cases when you want to follow certain guidelines, for sure. If you write for…
"I have too many water in the cup."
"How much people are in attendance?"
These sound obviously incorrect.