The separator needs to be a newline. You can convert the commas to newlines via a script expression (assumes VBScript is the default script language):
[Replace("%READ_XML(%XML_FILE%,xpath/to/@attr)%", ",", vbCrLf)]
http://www.visualbuild.com/Manual/scriptexpressions.htm
http://www.visualbuild.com/Manual/systemmacros.htm