How is "--" changed to "—" within Mail, TextEdit…?
Edit > Substitutions > Untick "Smart dashes". Then relaunch "TextEdit". Same with "Mail".



To your third q: It is simply more beautiful. Personally I don't like when people type long dashes by using two short ones.

A tip: you can type long one even with "smart dashes" disabled with Option+- (short dash).