A fellow editor was having a contretemps with a colleague who insisted on putting a comma after that in constructions such as I’d say that, if you want to, you can write it this way and You can see that, the more you know, the more you know you don’t know. The theory is that these are appositives – parenthetical insertions, effectively – and should be set off on both sides by commas.
The two cases cited are actually not identical. When the phrase is integral, one cannot treat it as parenthetical, and so in particular it’s actually incorrect to put You can see that, the more you know, the more you know you don’t know. This would imply that one could have You can see that the more you know you don’t know, which one cannot; the the…the is a coordinated pair (and, for the curious, this the is not actually the normal the but is in fact descended from an instrumental case form of the demonstrative pronoun).
As to the sentence I’d say that, if you want to, you can write it this way, one can indeed remove the if you want to and still have a coherent sentence (if, in this case, a jerky one), and so it can be treated as a parenthetical, but one is not required to do so. That introduces a subordinate clause that can stand on its own syntactically (unless it’s subjunctive), and anything that can stand on its own as a sentence can follow the conjunctive that without a comma. Anything – try it. (Sometimes it’s a bit lumpy, of course, but it’s not wrong.) That includes if X, Y as well as similar constructions such as because X, you can Y.
So you have a choice: either that introduces you can write it this way with the parenthetical insertion of if you want to, or it introduces the whole clause if you want to, you can write it this way. In the latter, no comma is used.