Here's a "cheat" for the comma that you want:

When you hard code the data validation list, instead of a comma in your entry (Boston, MA) , use this key combination: Alt+0130

It will display a comma in the data validation list, as you requested, BUT, it isn't a "real" comma, so it will be ignored if you search for the string - Boston, MA - in the other parts of the spreadsheet...Or if you try to use the ouput of the data validation selection to lookup matching values elsewhere in your workbook...

But if you are hard-coding your data validation list, I assume that you aren't planning to use it to reference other places in the workbook, right?