The name E.M.U is an acronym for "Entertainment Music Unit". You would not pronounce "E.M.U" as "E-M-U", but as "E-mu". In Sotsugyou M, the boys' group name is "M," and it just so happens that the kana pronounciation for "M" is "E-mu" ("Ay-mu"). Of course, you don't have to say "e-mu" for people to know who you're talking about, but it somehow makes you feel more fangirl-ish or fanboy-ish when you say it the Japanese style. Don't you think it does?

Wow, this page was shorter than I though it'd be. I hope you've learned a little here, though I doubt I said anything you didn't already know.