They're super cool! The reason for the vacuum is that electrons are much more likely to scatter in atmosphere than photons, so you want as little air present in the chamber as possible. Also many microscopes generate their electron beams with a heated tungsten filament (which is soo expensive), so iirc the vacuum prevents it from burning up quickly.

Electron miscroscopes often have a "low vacuum" setting for when samples can't be subjected to such a high vacuum. Usually you need some training before anyone will let you use their electron microscopes.