This was a problem and has been fixed in an APAR, but I don't recall the numbers.
The commas get appended to the variable if the TZ is set using smit. However, you can change the TZ using the command line (e.g., chtz 'PST8PDT') and it doesn't put commas in the variable.
However, if you want to use smit then you need to apply the APAR.