Why do we replace the commas again with new lines?

Consider this two-line output:

$ echo 'a\nb'
a
b
$

We convert the newlines to commas. Now there is a comma at the end of the last line as well, and because of no newline, the next prompt is at the end of the output:

$ echo 'a\nb' | tr '\n' ,
a,b,$

Substituting only the last comma ($ means end of line) allows us to get the output we expected:

$ echo 'a\nb' | tr '\n' , | sed 's/,$/\n/'
a,b
$

Or is there a way to combine them

These two commands have equivalent output:

tr '\n' ',' | tr ';' ',' 
tr '\n;' ',,'

What tr does is take a list of characters in parameter 1 and converts them to the equivalent position character in parameter 2. There's a little more to it (it supports ranges, for example), but this will do the job. To learn more you can run man tr to get the documentation for it.

I tried What \w+\s+ Says About

\w+\s+ matches "at least one word character and then at least one whitespace character, and that's not what you want. "The MCU" is one or more word characters, then a space, and then one or more word characters again, and that second part you're not matching at all. In this case, you're probably better off making a negative matching group where you make sure you don't match across separators. What [^,;]+ Says About would match anything that's not a comma or semicolon, for instance.

The other problem with regex is that every implementation does things differently. For example, sed would interpret that plus as a literal +, so for sed syntax you'd need to use \+ instead. It also does not support \w and \s, and whether to use ( or \( for a literal parenthesis also varies between implementations. I often switch to Perl if I need to do some more complex regex shenanigans.