Just changed a couple of things. Try now.
CREATE FUNCTION test_fn()
RETURNS varchar(500)
LANGUAGE SQL
READS SQL DATA
NO EXTERNAL ACTION
NOT DETERMINISTIC
BEGIN ATOMIC
declare final VARCHAR(500) default '';
FOR varia AS SELECT user_id FROM cmd where cmd_id = 1 DO
SET final = final || varia.user_id || ', ';
END FOR;
RETURN LTRIM(SUBSTR(final, 1, LENGTH(final) - 2)); <-- strips the last ','
END
@