With the semicolon at the end of the line, the comma before “though” is unnecessary, grammatically. (Like the one I just used before “grammatically” ;-). The author could have included it as a vocalization cue, or just because that’s the way he would write prose.
I don't feel like pulling out all of my print versions of this poem, but I'll wager that there is no comma there because Frost didn't want one there.