DECLARE @Concat NVARCHAR(MAX) = '' ;

SELECT  @Concat = @Concat + ', ' + StatusDesc
FROM    MyStatus ;

SELECT  STUFF(@Concat, 1, 2, '') ;

-- or

DECLARE @Concat2 NVARCHAR(MAX) ;

SELECT  @Concat2 = COALESCE(@Concat2 + ', ', '') + StatusDesc
FROM    MyStatus ;

SELECT  @Concat2 ;