It is a style of writing in which a subordinate clause is used as a complete sentence.
e.g.
First I was so happy that she was pregnant, and then I started to get nervous."
becomes
First I was so happy that she was pregnant. Then I started to get nervous. Was I really cut out to be the father-type?
Making it a separate sentence heightens the sharp and abrupt change from 'happy' to 'nervous'.
Why did you think it needed a comma? (after 'then', perhaps?)