It does seem that the original pattern was no comma for 4 digits, comma for 5 digits (except in Grand Game, because the mechanism for a comma was a bit more complicated, but eventually implemented). Punch-a-Bunch slips, as far as I know, have always had $1000, $5000, and $10,000. Omitting the comma in 4-digit numbers was probably for the sake of consistency, since a lot of games had elements (eggcrate displays, prices lit up one number at a time, etc.) that were not conducive to commas.
Of course, as technology has changed and every game has gotten its own unique props, this rule has become less steadfast, and now we've got a mix of numbers with and without commas.
Another important differentiation: even with five-digit prices, there are still no commas in prices that are displayed or revealed digit-by-digit, like in One Away, Any Number, Lucky Seven, or Golden Road, but there are commas in prices that are single entities, like in That's Too Much, Five Price Tags, and Range Game.