Microsoft SQL - How to merge when certain values match
You need to use the SQL equivalent of GROUP_CONCAT to achieve this result. 

Please see this stack overflow answer

You could also use the CROSS APPLY method from that query. 

I wrote an example using your query above. In your case, you will want to add this subquery:

SELECT STUFF((SELECT ',' + c.CaseNumber
             FROM CaseNumber as c
             WHERE Response_Master_Incident.ID = c.MasterIncidentID
             FOR XML PATH (''))
             , 1, 1, '')