The occurrence of a planet transiting in front of its host star offers the opportunity to observe the planets atmosphere filtering starlight. The fraction of occulted stellar flux is roughly proportional to the optically thick area of the planet, the extent of which depends on the opacity of the planets gaseous envelope at the observed wavelengths. Chemical species, haze, and clouds are now routinely detected in exoplanet atmospheres through rather small features in transmission spectra, i.e., collections of planet-to-star area ratios across multiple spectral bins and/or photometric bands. Technological advances have led to a shrinking of the error bars down to a few tens of parts per million (ppm) per spectral point for the brightest targets. The upcoming James Webb Space Telescope (JWST) is anticipated to deliver transmission spectra with precision down to 10 ppm. The increasing precision of measurements requires a reassessment of the approximations hitherto adopted in astrophysical models, including transit light curve models. Recently, it has been shown that neglecting the planets thermal emission can introduce significant biases in the transit depth measured with the JWST/Mid-InfraRed Instrument, integrated between 5 and 12 $mu$m. In this paper, we take a step forward by analyzing the effects of the approximation on transmission spectra over the 0.6-12 $mu$m wavelength range covered by various JWST instruments. We present open source software to predict the spectral bias, showing that, if not corrected, it may affect the inferred molecular abundances and thermal structure of some exoplanet atmospheres.