--"experts" should not be saying that.
EMG and nerve conduction studies only measure larger, myelinated nerves. Abnormal results on these do point to some form of neuropathy--at least of those nerves. But these tests will generally only show gross levels of damage, and not right away--it often takes weeks following an injury or disease process to damage the nerves enough for abnormal results to become apparent.
And, more importantly, EMG and nerve conduction studies cannot detect certain types of neuropathy--those that preferentially affect the small, non-myelinated nerves that subsume the sensations of pain and temperature and also control many autonomic functions. These can be detected through specialized types of testing--sudomotor axon reflex testing, qualitative sensory testing, and (the current gold standard) skin biopsy to enumerate intraepidermal nerve fiber density and condition.
In point of fact, the most common presentation of diabetic neuropathy is small-fiber, as is the most common presentation of idiopathic neuropathies. So normal EMG/nerve conduction results in the presence of symptoms should prompt further investigation.
See:
http://www.aafp.org/afp/1998/0215/p755.html
http://www.thecni.org/reviews/13-2-p07-treihaft.htm