Understanding the physics of electromagnetic pulse (EMP) emission and nozzle damage is critical for the long-term operation of laser experiments with gas targets, particularly at facilities looking to produce stable sources of radiation at high repetition rates. We present a theoretical model of plasma formation and electrostatic charging when high-power lasers are focused inside gases. The model can be used to estimate the amplitude of gigahertz EMPs produced by the laser and the extent of damage to the gas jet nozzle. Looking at a range of laser and target properties relevant to existing high-power laser systems, we find that EMP fields of tens to hundreds of kV/m can be generated several metres from the gas jet. Model predictions are compared with measurements of EMPs, plasma formation and nozzle damage from two experiments on the VEGA-3 laser and one experiment on the Vulcan Petawatt laser.