I'd rather prefer if this option was a list of strings, rather than a string of comma-separated values.

This variable is pretty much similar to [`flycheck-cppcheck-checks`](https://github.com/flycheck/flycheck/blob/565b883803073247dca3d51c920a0fea489f5ac1/flycheck.el#L3426).  Take a look at the implementation of the latter, and implement `flycheck-phpmd-rulesets` in a similar way.