The idiom is "Do ____ from the comfort of your ___".
It's possible that your interpretation of what the phrase is trying to say is what's mixing you up.
The sentence is trying to say that people, given the option, would choose to work from home than in an office somewhere.
Your interpretation would imply that people work to make their home more comfortable... which is probably also true but not what the intention is.
So, examples of this phrase are:
Order now from the comfort of your couch!
Earn money from the comfort of your home!
Online learning from the comfort of your own home.
How to enjoy Burning Man from the comfort of your own home.
(note, these are often sales pitches or scams...)
As a note, "in" is definitely an option here as it is commonly used, too... but there is another idiom "work from home" which makes "from" the better option in my opinion.