My T taps my feet, which gives a little bit more distance. I'm not sure they do need to be that close to you?
But i found myself easily slipping into i dunno what it's called but i would get sleepy, stare-y, like i didn't want to talk, it became too much effort to form words. I would get nauseous, and disorientated and just spaced out. I don't know if that's dissociation but it wasn't pleasant. Plus like you said the emotions that came up were overwhelming and uncomfortable.
But i probably will pursue it again i just need a break from it just now, i feel like it takes a lot of trust and a good relationship with your T to do emdr and this T still is quite new to me and i just didn't feel safe experiencing all that emotion yet.