The problem is %(For Each Value_Current Value) already contains the comma and you're not doing anything to remove it. You're actually adding an extra comma to your new token as you build a single value.

You can use token functions as Kevin suggested to remove the comma. The For Each Value loop is not necessary, you can apply the function to multi-value token directly.

The workflow will only need one Assign Tokens activity:

The activity creates a multi-value token using the field token from the previous activity:

Once you insert the Retrieve Field Values token, right-click it and choose Token Editor from the context menu.

Click in the Apply Function section and add Split and enter the comma to split on. Then add a Remove Empty Items function to remove any blank values that might appear after the split.