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Alright, that's it! itkamaraj was right. Problem were the spaces before rho. A combination of both suggestions works perfect! Thanks!!!

Code:
awk -F= '/^ rho/{getline;printf "%f,", $1}END...

Thank you very much. P-value works like a charm! I changed %s to %f. That's even better. However, rho extraction doesn't seem to work as there are two rho's per paragraph.

I need to extract all the p-value numbers and the rho numbers from a .txt file and write them as coma separated values in a new file. Ideally I would get two files in the end, one for p- values and...