The ICollection<T> interface doesn’t specify anything about an order. The objects will be in the order specified by the object returned. For example, if you return the Values collection of a SortedDictionary, the objects will be in the the order defined by the dictionary’s comparer.
If you need the method to return, by contract, a type whose contract requires a certain order, then you should express that in the method’s signature by returning the more specific type.
Regardless of the runtime type of the object returned, consider the behavior when the static reference is IList<T> or ICollection<T>: When you call GetEnumerator() (perhaps implicitly in a foreach loop), you’re going to call the same method and get the same object regardless of the static type of the reference. It will therefore behave the same way regardless of the CommaSeparate() method’s return type.
Additional thought:
As someone else pointed out, the FXCop rule warns against using List<T>, not IList<T>; the question you linked to is asking why FXCop doesn’t recommend using IList<T> in place of List<T>, which is another matter. If I imagine that you are parsing a command-line string where order is important, I would stick with IList<T> if I were you.