Here's why:
* Addresses are treated as a single unit: Think of the entire address (including the street number, street name, city, state, and zip code) as a single entity.
* Commas separate clauses and items in a list: An address within a sentence isn't a clause or a list item.
Example:
* Incorrect: He moved to 123 Main Street, New York, last year.
* Correct: He moved to 123 Main Street, New York, last year.
Note: You do use a comma after the state when listing an address at the end of a sentence:
* Correct: He lives at 123 Main Street, New York 12345.