Does eg always need a comma before and after its use?

In the U.S., "e.g." almost always needs a comma before and after. (According to the Chicago Manual of Style and others.) Usually when we say, "for example," before listing examples, we offset "for example" by commas. An abbreviation meaning the same thing is no different. But I understand that in the U.K. they often leave out the comma. I can't verify that.