Don't think so, no.

#0: Is this also the standard style in BE?

No - and may even be seen as incorrect in BE, AFAIK.

'To avoid double punctuation, no comma follows i.e. and e.g. in OUP style'
Oxford Style Manual

Cambridge Guide to English Usage goes into more detail, noting that traditionally i.e. was followed by a comma (and preceded by another punctuation mark), but that Fowler and Gowers did not insist on it, and that today the following comma is 'usually omitted', with 95% of BNC cases not involving one.

That's news to me, thanks. Just looked it up in my Fowler and as CM2DD says, "italics and a following comma are unnecessary but not wrong."

But when you write it out, that is, or that is to say— then it does take a comma, right?

I think I'd leave out the second comma when the next part is not a full sentence, as in this example:

Our friends, that is to say our son's friends, will meet us at the airport.
http://dictionary.cambridge.org/dictionary/br...

But add a comma when it is complete:
Our friends will meet us at the airport; that is to say, they will wait in the car park.

OK, with these examples it's pretty clear, but how about if it's a pair, like

...is agreed upon by both parties, that is, the buyer and the seller.

...? With a comma, right?

You've written 'that is', not 'i.e.', which introduces a different variable.

I would put a comma after 'that is', but not after 'i.e.' or 'e.g.'.