I don't know of a method to get connect group names alternating with commas in the output. The output modifiers were all built (or rather, organically grown) with a specific use case in mind, and your use case was mentioned by customers several times, but not by the developers that build STIG reports or ISPF panels.
You will just have to send the list of group names over in one field, and parse them out in an Excel macro when you display the spreadsheet. It may be a good thing to separate fields by commas and components of a field by spaces, so you can later add another field after cggrpnm, and find it by parsing to the next comma.
In a HEADER=CSVT newlist, it should not be necessary to add the (0) override, most fields are trimmed already due to the TRIM option implied by HEADER, see OPTION command.
You may also look at HEADER=TSVT, this uses a TAB as separator and does not add quotes to the values. In essence a much cleaner data image than CSV, and easily selected in your spreadsheet import.