Parenthetical elements

Solution 1:

If you can replace one punctuation mark with another, this doesn't mean they are interchangeable.

She won the raffle. This had never happened to her before.

She won the raffle; this had never happened to her before.

They're different because the first variant is two sentences and the second is a single sentence. But they're both correct.

She won the raffle – this had never happened to her before.

Correct, but it doesn't make ";" and "–" interchangeable generally; "–" is used in dialog to jam incomplete sentences together or indicate pauses, as in "She said – oh, what was it? She said – I'm trying to remember – no, that's not it – I forget what she was saying, but – oh, yes. She said, 'Your sentences are disjointed messes.'"

She won the raffle, this had never happened to her before.

Not correct, as noted in the question.

There's often more than one way to say something, and more than one way to punctuate it. That's language for you.