Indeed, this is one of the top things on my wishlist too.
For example, my Pi MC server uses a spoofed 1080p monitor (with VNC to manage it) but on clients using higher resolutions, e.g. 1440p, the sizes of the columns is inherited from the server and if you resize them on the client, they don't save.
Unless of course you're not using a MC server and by default MC auto-sizes columns which don't save on exit. You can change this by going to MC's Options > Tree & View > List section and uncheck Auto size columns and restart MC. After that column sizes should save on exit. But, again, this won't work for clients connecting to a server.