Hello,
This has been mentioned before on other threads, and I agree that these fields should definitely be plain old numbers instead of adding extra characters that require parsing on your end. I have already filed a feature request on this in the past, and have added your voice to it.
In the meanwhile, unfortunately, you will have to add an additional parser to sanitize the data before you put it into your SQL table, by removing the commas.
Regards,
Mike, AdWords API Team