Can I have em-dashes and then a colon and then more em-dashes?

Suppose I wrote this:

I like dogs—and cats—and the reasons for my liking these animals are:

(A) that they're fun—they always want to play

(B) that they're cute

So you can see that the part in bold has two em-dashes.

And you can see that "(A)" is an item in the list and that "(A)" also contains an em-dash.

Is there anything at all wrong with an item in the list ["(A)" above] having an em-dash when the sentence preceding the colon (in bold above) also has em-dashes?

I thought that having two levels of em-dashes in this manner might be a bad thing, but it would be very nice if there were no problem on that front.

Thanks!