What version of AutoCad you are using? I hope it already have the "Additional format" button.
But in the position field, the thousand separator is grayed out. I only saw it enabled on area properties. Nevertheless, you can still use it, just need an extra work.
In the Field Editor, the field expression will look like this.
Code:
%<\AcObjProp Object(%<\_ObjId 8796084288624>%).InsertionPoint \f "%lu2%pt1%ds44">%
The additional format is defined by what is inside the quotation marks next to "\f". But AutoCAD prevents us from editing the field expression so we need a workaround. Copy the field expression to clipboard. Paste to Notepad then add "%th32" in the format. That is, using a space (ascii character 32) as thousand separator. The expression will now look like this.
Code:
%<\AcObjProp Object(%<\_ObjId 8796084288624>%).InsertionPoint \f "%lu2%pt1%ds44%th32">%
Again copy. Then switch to AutoCad, edit the text (not in the field editor) and just paste it over.