This article
K. Pardo, et. al., Limits on the number of spacetime dimensions from GW170817, Journal of Cosmology and Astroparticle Physics, Vol. 2018, 2018.
which was published recently in JCAP states that they put constraints on the number of extra non-compact dimensions by looking at the difference between the Electromagnetic luminosity distance $d_L^{EM}$ and the gravitational luminosity distance $d_L^{GW}$. The approach makes sense given the assumption that gravitational waves "leak" into the extra dimensions and electromagnetic waves do not. If this assumption is true, then a given source would have $d_L^{GW}>d_L^{EM}$ since the gravitational wave signal would be weaker than expected. By looking at the ratio of $d_L^{GW}/d_L^{EM}$ one could find constraints on "how much" of the gravitational waves is "leaking". What is the basis of this assumption though? Why can only gravitational waves leak into extra non-compact dimensions and electromagnetic waves can't?