Вот один вариант с base R
df[Reduce(`|`, lapply(df, grepl, pattern = ",")),]
данными
df <- structure(list(X1 = structure(1:3, .Label = c("1,2,3", "2,3",
"4"), class = "factor"), X2 = structure(1:3, .Label = c("a",
"b", "c"), class = "factor"), X3 = structure(c(1L, 3L, 2L), .Label = c("2,3,4",
"4", "a"), class = "factor")), class = "data.frame", row.names = c(NA,
-3L))