looks like a bug ... or a feature?
you can help yourself with using the REPLACE$ command in order to replace all occurrencies of ",," with ", ,". This should work.
test$ ="1,,3,,,4,5,,,,,,6,"
test$ = REPLACE$(test$, ",,", ", ,")
PRINT test$, 0, 0
num = SPLITSTR(test$, splits$[], ",")
FOR i=0 TO num-1
PRINT ">"+splits$[i]+"<", 0, 20*(i+1)
NEXT
SHOWSCREEN
KEYWAIT