I use this regularly in the ISE but only when directly on the Exchange server. I prefer the ISE of over EMS as I live in the ISE in all other instances as well. Though I rarely manage my Exchange environment from my Exchange sever directly. Especially, since I use my Exchange session for dual use case, meaning O365 and OnPrem simultaneously.
If you mean from an remote machine, then, Implicit Remoting is the recommended way to do this, not App-PSSnapin.
Just remember, if you do this in the PoSH console host, the Exchange cmdlets are available right away as the would be in the ISE console. However, the cmdlet will not show up in the ISE 'Commands Tab' by default. You have to click the Refresh button in on the commands tab, before they'd appear in the list and be usable from there in the ISE script session.