So you bring up a neat idea. I'm not sure which OSs support it, but OpenType does have a `locale` feature, primarily for glyph variants (ex: same codepoint, but different glyph for Chinese vs. Japanese). I'm guessing it could be abused to accomplish what you want and not require an app to adopt i18n APIs.
There are no commas in his font.
"I realized that instead of inserting commas, I wanted to underline alternating groups of 3 digits so that the font would work in monospace contexts."
It seems like the only reason you'd need a locale-aware one is on a multi-user system where you'd expect users to have different locales and you're installing the font globally.
But that doesn't really seem like a likely use-case for this pretty niche font that is almost exclusively going to installed on single-user machines by the end-user.