When you say "set my keyboard to the Colemak keyboard", do you mean you've installed an MSKLC layout?

If so, I don't see why this shouldn't be working. Unless the emoji part is in the layout .dll itself which could be the case since it first came out for US only.

But in that case, I don't see quite how it can be done. The only tool we have for editing MS layouts is MSKLC and I doubt they've bothered to update that. And by default MSKLC doesn't have a shift state for the Win key so if they've done it in the layout .dll files they must've resorted to some low-level hacking. It doesn't seem quite likely, so I wonder what's going on...

There's also IME (Input methods), which traditionally were used for Kanji etc input, and which are selected under locale. So maybe that's what they did? But can't you select an IME independently of the keyboard layout in use? Both are chosen for your locale settings. Ugh, not sure what to make of this.

I don't seem to have this functionality on my computer, so I can't test it.

One way of keeping your OS layout's functionality is to use PKL (see my Big Bag) on top of your system layout. Then you can have pretty much the best of both worlds. It's what I do, more or less.