In the short World of Tomorrow, when Emily took some memories from Emily Prime, was that the reason she couldn’t remember those very same memories?
The memory Emily3.0 harvested from Emily Prime ("This is me and mummy walking") seems to be permanently gone from Emily Prime's memory. The Director explicitly stated in an interview that the memory was removed, not simply viewed or somehow duplicated
"I probably created the spectrum effect at the end of her memory-removal process simply because I had a nice take of her saying, “a rainbow!”
Emily3.0's younger incarnation would no doubt yearn for such an important memory and would pass this yearning down to her clones each time her memories are uploaded into a new body. When the third generation Emily meets Emily Prime (through the magic of time travel), she then harvests the important memory, thereby creating a closed temporal loop.
Notably, Emily3.0 makes reference to this closed loop when she states that...
"she [Emily Prime] will feel a deep longing for something [she] can't quite remember"
... and that although she remembers giving a statement to her earlier incarnation, that ...
"[She] cannot be certain where it actually originated from".