Because  s/,,/,NULL,/g replaces and consumes commas in pairs. E.g.:

c:\@Work\Perl\monks>perl -wMstrict -le
"my $s = 'abcdef';
 ;;
 $s =~ s{ \w \w }{ print qq{$&};  ',NULL,'; }xmsge;
 print qq{'$s'};
"
ab
cd
ef
',NULL,,NULL,,NULL,'
[download]

Try something like:

c:\@Work\Perl\monks>perl -wMstrict -le
"my $s = qq{'XXXX-ax1-d.ett.com','AMRS','AMS','','YYY','ZZ',, ,  ,};
 print qq{'$s'};
 ;;
 $s =~ s{ (?<= ,) \s* (?= , | \z) }{NULL}xmsg;
 print qq{'$s'};
"
''XXXX-ax1-d.ett.com','AMRS','AMS','','YYY','ZZ',, ,  ,'
''XXXX-ax1-d.ett.com','AMRS','AMS','','YYY','ZZ',NULL,NULL,NULL,NULL'
[download]