I don’t think a comma is needed there.

Like Guidedog, I'm not sure it's needed, but I think I understand the rationale for using it. It is to set off a phrase / clause that is possibly subordinate.(sorry, i don't know exact grammatical terminology for some of these things). Examples. He found that he really enjoys singing. (simple sentence, no subordintate clause) He found that, out of all his hobbies, he really enjoys singing (clause set off by commas)

Some examples: Of the 10 things I did today, 6 were related to teaching. Data released last week showed that, of the 100,000 people who ate pizza, 99,999 were satisfied and only 1 was unhappy. Of the many things I have done in my life, 80% were disasters. It's about the proportion/number of a subset in relation to the total.

In "of the 1.02 million", the "of" means that we are only going to talk about some of those 1.02 million people. It mirrors the "of" in "391,000 of them". So we are talking about 391,000 resignations out of 1.02 million changes in employment, or approximately 38.33%. You could say: "of the 1.02 million people who moved jobs, approximately 38.33% resigned". I think the Japanese equivalent might be のうち.