I thought it was kind of weird too. Looking back, I know there was an episode in season 3 that JJ seemed rather inexplicably emotional Birthright. I kept feeling that I was missing something, maybe a plot arc they were planning on going with. If anything, I would have expected to see her as affected after North Mammon and Revelations.

As for Emily, I remember her start and the exchange between her, Hotch and JJ where her 'compartmentalization' ability is mentioned. But with all she's gone through since...I'd consider her subhuman if she didn't show some emotion. A telling scene of that change was at the end of Open Season, where she asks Morgan what makes them (BAU) different than the unsubs they hunt.