In the example sentence structure, the comma in question is not the usual stand-alone comma (pause-indicator punctuation), but part of a pair of commas forming a delimiter for a parenthetical phrase:  
>"However, **it should be noted that**, at extremely high or low levels of anxiety, the data for sick role and for preventive health behaviors are similar; …"    

The clause enclosed within the pair of commas is a parenthetical. The sentence can be read, and would be grammatically correct, with or without the parenthetical part.  

However, in the sentence in question, the parenthetical clause is different and is correctly enclosed in a pair of commas already. As such, no comma would be needed after "noted that" in this case.  

>"Tom and Dick, **while driving the car**, noted that at speed bumps, the suspension was making noise".

We note that the issue is not at all about "noted that" being anything special that warrants a comma after it.    

HTH.