No, it’s incorrect to think that conjunctions should, as a rule, be set off by commas. They require punctuation only on a case-to-case and situational basis, and some of them don’t need to be punctuated at all. You will recall that there are two kinds of conjunctions: the seven coordinating conjunctions (“for,” “and,” “nor,” “but,” “or,” “yet,” and “so”) and the subordinating conjunctions such as “because” and “even if” (there are actually at least 32 of them, so I won’t be enumerating them here). In addition to these two types of conjunctions, of course, there are also the conjunctive adverbs such as “however” and “nevertheless” (the most commonly used of them total 37), which provide stronger transitions than coordinating conjunctions and need to be punctuated differently.
It will take a very long discussion to describe the punctuation requirements of the various conjunctions and conjunctive adverbs, so I suggest that you refer to my book Give Your English the Winning Edge for more comprehensive instruction. Section 2, “Combining and Linking Our Ideas,” devotes four chapters on how the conjunctions and conjunctive adverbs work and on the proper way to punctuate them.
Now let’s take a close look at the conjunction used by the sentence you quoted from the Associated Press wire story that was carried by the Business Mirror:
“A brief inquest hearing into Duggan’s death will take place tomorrow, though it will likely be several months before a full hearing is convened.”
This sentence construction isn’t an exception to the rule at all. Here, the subordinating conjunction “though” is used in the sense of “even if,” marking the clause “it will likely be several months before a full hearing is convened” as subordinate to the main clause “a brief inquest hearing into Duggan’s death will take place tomorrow.” It correctly uses a comma at the end of the main clause, right before “though,” to set off the entire subordinate clause (including the subordinator “though”). This is done to provide a grammatical pause—a transition of sorts in the interest of clarity—between the main clause and the subordinate clause. Strictly speaking, though, that complex sentence can get by without that comma, but in the absence of that comma, there’s the clear danger of the reader missing that transition and getting confused in the process.
It’s also revealing and instructive how the subordinating conjunction “although”—a longer variant of “though”—can do a better, clearer job in such transition situations even in the absence of the comma:
“A brief inquest hearing into Duggan’s death will take place tomorrow although it will likely be several months before a full hearing is convened.”
(For greater clarity, though, I personally prefer using a comma before “although” even in such sentences.)
My point here is that in complex sentences, the decision to use or not to use the comma to set off the subordinate clause from the main clause will depend on the specific subordinating conjunction used, on the grammatical construction of the subordinate clause, and on the personal style of the writer.
Now let me go back to that idea of yours that “though” should be set off by commas. It actually happens in an altogether different grammatical situation where “though” is used not as a conjunction but as an adverb in the sense of “however” or “nevertheless,” as in the following sentence:
“For the sake of their children, though, she is valiantly putting up with her husband’s insensitivity to her needs.”
Now that’s a grammatical situation where using a pair of commas to set off “though” is truly warranted—but I must reiterate that this usage is adverbial rather conjunctive!
