I'm pretty certain that the clock is not set by RDS. If your clock is always wrong you may have another separate problem.
That statement is correct. There is an RDS clock display on the empeg, but it only shows on one screen, only when you're in tuner mode, and it does not update the empeg's internal clock. It's common, for example, to have the empeg's clock and the RDS clock displaying two completely different times, either because the empeg's clock is wrong, or the radio station's RDS time is wrong.