Which settings do you have for thousand separator in the data load script? It should be a space for this to work:
SET ThousandSep=' ';
I guess you have another setting.
There are two alternatives:
Change the ThousandSep setting in the load script
Override it in your expression when you use NUM(): num(sum(Total_unemployment),'# ##0', ',' ,' ') The 3rd parameter is decimal separator,( I set it to a comma), and the 4th parameter is the thousand separator which I set to a space.