Caulking/Sealant for Conduit Pipe on Roof?
From the Steel Tube Institute (an institute comprised of various steel conduit manufacturers):


  Question: Can EMT be used on roof-tops?
  
  Answer: There is no prohibition in the NEC. In some installations,
  there may be a concern about physical damage or corrosion protection.
  This is often a judgment call by the authority having jurisdiction.
  The NEC does not allow EMT to be used where, “during installation or
  afterward, it will be subject to severe physical damage.” The NEC also
  requires the EMT to be “securely fastened in place” and provides
  requirements for supports. The AHJ may determine more supports are
  necessary. If the AHJ approves the installation with EMT,
  consideration should be given to compliance with NEC 110.12, 300.6,
  300.7(A) &amp; (B), 358.10 and 358.30.


So, if your conduit was installed with fittings designed for a "wet location" (it looks like those are, but confirm) and it is properly supported, and provisions for expansion were provided (if required), then you should be OK. Most importantly, if the Authority Having Jurisdiction (AHJ) approved the installation, then you are fine.

In the end, it would not hurt to apply silicone. Use 100% silicone and clean the area(s) first so it sticks.