Split string, convert ToList<int>() in one line

var numbers = sNumbers.Split(',').Select(Int32.Parse).ToList();

You can also do it this way without the need of Linq:

List<int> numbers = new List<int>( Array.ConvertAll(sNumbers.Split(','), int.Parse) );

// Uses Linq
var numbers = Array.ConvertAll(sNumbers.Split(','), int.Parse).ToList();

Better use int.TryParse to avoid exceptions;

var numbers = sNumbers
            .Split(',')
            .Where(x => int.TryParse(x, out _))
            .Select(int.Parse)
            .ToList();