Oddly, there isn't a simple answer to this one - it would be nice, but in this case, a comma is most often used as a field delimited and the best you might get would be to get the addresses in cells in a single column, which still isn't what you're asking for (although it could be transposed after the fact).
Honestly, though, I think your simplest solution is to first paste the text into any app that supports find/replace, and simply replace the commas with return characters. Then when you paste the list it will form a single vertical column.
TextEdit will do this, as will most other text apps, or it could be done via shell commands. If you copy the comma-delimited text to the clipboard, then open Terminal.app and run:
pbpaste | tr , \\r | pbcopy
this will take the clipboard and swap the commas with return characters, then put the result back on the clipboard to paste into Numbers.