Here's why:
* State abbreviations are part of the address: They are not a separate element like a city name.
* Commas are used to separate elements of an address: For example, between the street number and street name, or between the city and state.
Correct format:
123 Main Street
Anytown, AZ 12345
Incorrect format:
123 Main Street,
Anytown, AZ, 12345