This is an excellent question that definitely deserves confirmation.
Obviously, this is a matter of style. But you don't actually have to be a Latin hater to realize the plain fact that most of the people you will be writing for (and far too many of the people who are constantly writing at you) have never had, nor will they ever obtain, a proper grounding in Latinate derivatives in English, let alone basic Latin vocabulary and grammar.
To avoid "e.g." and "i.e." has actually be a staple of the larger "mind share" of technical writers and writers of "international English" for at least ten years.
Personally, I am happy to follow either guideline, but when I have had the choice as a matter of formal specification, I have always ultimately come down on the side of using the English equivalents. For one thing, the "cost" of the extra characters in terms of either column-space print or typesetting time have essentially become irrelevant with the advancement of modern technology. Whereas in times past these aspects of the physical challenges of publication have been persuasive, modern technology renders them irrelevant. It is now "nothing" to "splurge" on a fundamentally "all English" mentality.
As to the second part of the question, the answer is simply "yes." Although there are odd and curious exceptions where tone and style come into play, the "vanilla" situation in which you are inserting a "that is" or "for example" clause should include both a comma before those phrases and a comma after, even if what follows is a one-word list.
...and if that seems strange, is it really more strange than the Latinate option?
In my experience, this is a very good example where "habit is the master of perception," if only because it is so easy to get on the other side of it. I can almost guarantee that after a few weeks of choosing to avoid "e.g." and "i.e." that you will very easily fall into not only a new habit, but very quickly into a new prejudice. =)