Financial sponsorship is not required for EMBA programs, only sponsorship of time is required, and your employer will need to sign a letter stating their support. It is strongly encouraged that you discuss financial sponsorship with your employer.
As you have seen in the breakdown of the top EMBA programs, is it expensive to pursue an EMBA, so having at least partial financial sponsorship from your employer will help reduce the amount you will have to pay personally. EMBA programs also offer financial assistance and scholarships, and you should check out the options available to you at each school you are considering.