Learn English – Should I use a comma after “it should be noted that”

It is simply a matter of emphasis, which is why you can see it written both ways. For instance, if you had a visitor at your house, who was going to leave the house after you had left it, you might say:

Please don't forget to lock the door when you leave.

However, if this particular person had a habit of leaving the door unlocked, you would want to emphasize the "please", and could do it like so:

Please, don't forget to lock the door when you leave.

Which, when said out loud, has a louder "please" than the first example.

Basically, it emphasizes the importance of the request.

Also, if the "please" is at the end of a sentence, there must always be a comma, e.g.:

Don't forget to lock the door, please.

The distinction probably emerges from their different meanings in Latin, which grants them different usages in writing.

E.g. (exempli gratia in Latin, meaning “for example”) should be generally followed by a list of examples. Thus, adhering to proper English style usually requires commas to follow e.g. to delimit the beginning of that list.

I.e. (id est in Latin, meaning “that is”) is used to recapture the meaning of an antecedent clause by rephrasing. Typically, it is only followed by a clause describing a singular entity, and so does not require a comma.