One of my favorite ways that writers use parentheses is to designate text that represents an aside. This gives readers the sense that the writer is leaning in and whispering something special in their ears, an extra tidbit that pertains to the subject matter, often a personal reflection. It’s a technique that works well when the author wants to insert jokes regarding the material he or she is writing about. But this is a fairly informal way to use parentheses, one that renders a casual, funny, or friendly voice (and as we know, writers need to establish voice).
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As Cookie Biggs pointed out, it’s properly termed an "Em dash" and it becomes one when Word transforms the two dashes separating the two words (no spaces) the following word is followed by a space. I pointed out in my 2004 book (from WD) "Finding Your Voice" that parentheticals were considered archaic in fiction and had been for some time before then, for several reasons. One, they interrupt the fictive dream by making the reader aware someone is writing the story as it’s a form of a direct address to the reader (ala, the Victorian style of "Dear Reader" asides), and they contributed to a formal feel for the read as well. Also discussed in that book how colons are considered archaic punctuations (in fiction–they’re still employed in nonfiction but declining there as well) and that semicolons are also fast fading from the landscape. Considered "musty" punctuations for today’s fiction, which strives for a more informal, personal look. Em dashes have taken the place of parentheticals and colons and semicolons. It was old news in 2004 and it’s ancient news today…