On further consideration, I fancy I might add a little to the previous discussion. 
gabriel_escape_room_techs:
I do agree the switch would experience a transient in current. However the large voltage spike which causes much of the radiated emissions comes from the high voltage generated by the inductor, therefore I expect it it still good practice to close that current loop by placing a diode or MOV close to the inductor.
On Gabriel's part, this demonstrates the exact "magical thinking" I described as it ignores pretty much everything I explained!
The inductor does indeed generate a voltage whose value is determined purely by the switching device (and the diode). But if we neglect the behaviour of the transmission line in between the switching device and the inductor, this voltage - and its transients - will be exactly the same at each end of the transmission line, so there is no difference in regard to radiation of voltage transients.
So referring to "close that current loop" is clearly muddled thinking. Were we talking about voltage or current? Two entirely different things. If you "close the current loop" with a diode at the inductor, then the inductor sees a smoothly (exponentially) declining current but the transmission line sees an almost instantaneous transient in the current and it is exactly such transients - not the modest decline in the circuit containing the inductor - which radiate interference.
So now let's take a look at that transmission line. 
I won't consider resistance; the simple model of a transmission line is a series inductor and parallel capacitance. The capacitance can perhaps be considered at each end. Well, the transmission line inductance is in series with the primary inductor. If you put the diode at the switching device end, then the inductance acts with the primary inductance and as described, resists sudden changes in the current which is to say, minimises inductive transient radiation.
If you place the diode at the primary inductance end however, you have now created in the transmission line, a second inductor in series with the primary which will add to the voltage transient at the switching device and enhance inductive transient radiation. It may not in itself contain enough energy to damage the unprotected switching device.
Capacitance at either end of the transmission line will indeed serve to slow the voltage transient but will conversely cause a transient when the inductor is switched on. Capacitance toward the inductor end will tend to cause radiation from the transmission line while capacitance at the switching device end will increase more the current surge seen by the switching device.
Note the general principle that it is the transmission line which radiates interference due to switching transients and the current transients occur in that part of the transmission line which is on the switching device side of the diode, so placing that diode near the primary inductor causes all of the transmission line to be such a potential radiator while placing it at the switching device limits this to the loop originally described, formed by the power supply (or the local bypass capacitor), the switching element and the diode.