How a chip is made can have quite an effect on EMI. So a µC that produces less RF emissions is a good idea to make it easier to meet the EMC requirements. You should still use a good layout, but could get away with a few saved caps or without the choke. Eve if this only helps to pass the EMC test more often on the first attempt, it helps.
An example for a chip that is not very EMI friendly is the old NE555 - during switching it produces quite some cross conduction current pulse on the supply and this way can cause quite some trouble. In this case it's not so much EMC relevant emissions, but interference with other parts of the circuit. Also the case / pinout can be a factor: The old way of having the supply pins at the far ends of a DIP40 is kind of a bad idea - so newer chips changed that to supply ad adjacent pins in the middle.
With the PICs this might be more like a problem with some older PICs that produce a relatively high amount of emission - using CMOS that can run over a relatively large supply range is kind of pointing that way. So it could be as well a poor older PIC.