This question already has an answer here:
At oxforddictionaries.com, they don't use a comma after 'e.g.' and 'i.e.'.
Period is required after 'i.e.' here in BrE.
But we would use a comma after 'for example' and 'that is' in a sentence.
So why is the comma omitted after each abbreviation? This, logically, does not make sense.