Should commas *always* be followed by spaces?

Yeah, comma is often followed by a space but that isn't the case with commas used in numerals, or when followed by a closing quotation mark. Numerals follows mathematical rules not grammar rules is the prime reason, while the reason of missing space between closing quotation mark & the preceding comma is simply because of old standardised grammar rules.

He said, "I am going to school." [Note there's no space between full stop & closing quotes but there's a space between comma & opening quotes]

"I am going to school," He said. [Note there's no space between comma & closing quotes]

Also check this website for almost all examples of proper comma usage.

Also, in regard to social media platforms, these aren't formal modes of communication and thus, grammar rules don't necessarily apply to them.