When we say, "Do not put a comma after 'so,'" we are talking about a single separating comma. A pair of commas can go anywhere. There is never a single comma after "so." We have this confusion often with this rule in several other contexts also.
...So when did you join the company?
...So, Mr. Anders, when did you join the company?
...So you were the liaison to the company sites worldwide.
...So, in other words, you were the liaison to the company sites worldwide.
Happy punctuating!
Margie