CGEL by Pullum (Page 969) says:
4.7 Adjunct in clause structure
There are a handful of constructions where a declarative content clause functions as adjunct rather than complement.
(a) With subject + predicator order
 i What has happened, that you are looking so worried?
ii ‘This is my party card’, he said, holding it high, that all might see it.
iii The more we talked, the more I liked her.
In both [52i] and [52ii], there's a comma before an adjunct clause that starts with a subordinator that.
When the subordinator that is clearly marking the start of an adjunct clause as in [52i] and [52ii], do you still need a comma before that? Or is this comma rather optional?
Be it necessary or optional, is the comma there to show that the that-clause is an adjunct of the main clause, as opposed to a complement?
Because I don't think you need a comma before a that-clause that is a complement of a main clause:
*What has happened, that has never happened before?