I've seen similar results regarding simple eye movements side-to-side, as an aid to certain mental/emotional processing. Generally, perhaps simple rhythmic motor tasks, and maybe especially those associated with the senses of communication (seeing, speaking, eye-contact), have a spillover benefit for concurrent thinking.
I saw one result for memory performance in right-handed people ( http://www.gwern.net/DNB%20FAQ#saccading ) - was that what you saw? Doesn't seem connected to emotional processing.
By one view of memory – recall makes memories stronger – the EMDR result might seem paradoxical. Making traumatic memories stronger helps? But there's also the theory that recall is really recall-and-re-store, perhaps modified, so maybe EMDR helps recast the same memories to be less loaded. Per Wikipedia there's still some controversy over EMDR.
