Can I change the output data style so that a comma appears when the data is a number? 

You need to add a static ToDump method to your query to intercept the Dump pipeline:

static object ToDump (object input)
{
    if (input is int or long)
        return $"{input:N0}";

    if (input is float or double or decimal)
        return $"{input:#,##0.###################################}";

    return input;
}

If you define this method in the My Extensions query, it will work for all queries.

If you define this method in the My Extensions query, it will work for all queries.

Try the latest beta:
https://www.linqpad.net/linqpad7.aspx#beta

There are now options in Edit | Preferences to include group separators in numbers without needing to write a ToDump method. It also applies your preferences to total columns and data grids (both formatting and parsing) and handles all local cultures.

A new LINQPad 5 build is planned soon with some backported features, but that one is unlikely to make it. Note that My Extensions is separate for LINQPad 5, so if you implement the static ToDump workaround, it will affect only LINQPad 5.