Ok, guys, after some research, a gallon of coffee and some code digging i finally found a way to remove the comma "," delimiter from categories links.
I will share my findings with you so in case you need this change, you know where to look and avoid a potential heart failure from too much coffee drinking.

Why i needed this ?

If you output the categories link in your custom template override file like this

<?php echo $category->nestedLink; ?>

you will notice that the output contains a comma (,) delimiter after each category link.
This was a big problem for me since i needed to output the categories as plain links in my template override and remove that comma appended by the default script.

So, let's get our hands dirty into hacking
Open up and edit the helper.php file from location shown below

/components/com_easyblog/helpers/helper.php

1. Find the code below at line #3953

public static function accessNestedCategories($arr, &$html, $deep='0', $default='0', $type='select', $linkDelimiter = '')

and remove that $linkDelimiter declaration so the code becomes like this

public static function accessNestedCategories($arr, &$html, $deep='0', $default='0', $type='select')

2. Find the code below at line #3959

$ld		= (empty($linkDelimiter)) ? '>' : $linkDelimiter;

and remove the ">" symbol so the code becomes like this

$ld		= (empty($linkDelimiter)) ? '' : $linkDelimiter;

3. Find the code below at line #3992

EasyBlogHelper::accessNestedCategories($child, $html, $deep, $default, $type, $linkDelimiter);

and remove the entire $linkDelimiter variable so the code becomes like this

EasyBlogHelper::accessNestedCategories($child, $html, $deep, $default, $type);

Save your changes and overwrite the helper.php file in it's original location.

Hooray, no more comma delimiter to categories link !

I don't know if it's the right way of doing it, but so far it works.
Maybe some dev from the team can confirm and validate the changes.

Enjoy !