Does EmotivPRO automatically remove artifacts from the EEG data collected?

No, the data is recorded directly as it is received from the headset. There is a significant amount of signal processing and filtering in the headset to remove mains noise and harmonic frequencies. This is why the signals look clean when you have a  good contact quality. We sample at 2048 Hz, apply a dual notch filter at 50 Hz and 60 Hz and a low pass filter at 64 Hz, and then we filter the data down to 128 Hz or 256 Hz for transmission.