Your formula looks correct. To sum it, note that
$$
\begin{eqnarray}
\sum_{i=1}^{n}i\left(i^m - (i-1)^m\right) &=& \sum_{i=1}^{n}i^{m+1} - \sum_{i=1}^{n}i(i-1)^m \\
&=& \sum_{i=1}^{n}i^{m+1}-\sum_{i=1}^{n}(i-1)^{m+1}-\sum_{i=1}^{n}(i-1)^m \\
&=& \sum_{i=1}^{n}i^{m+1}-\sum_{i=0}^{n-1}i^{m+1}-\sum_{i=0}^{n-1}i^m \\
&=& n^{m+1}-\sum_{i=1}^{n-1}i^m,
\end{eqnarray}
$$
so
$$
E_{m,n}=n-\sum_{i=1}^{n-1}\left(\frac{i}{n}\right)^m=n-\frac{1}{n^m}H_{n-1}^{(-m)}.
$$
For large $n$, this is asymptotic to $n-n\int_{0}^{1}x^m dx=n\left(1-\frac{1}{m+1}\right).$ For finite $n$, there are additional correction terms, the first of which is always $+1/2$:
$$
E_{m,n} = n\left(1-\frac{1}{m+1}\right)+\frac{1}{2}+O(1/n).
$$