Yes, but this doesn't help solve the original request. You are right that "holding Option while dragging a column width sets that custom width for every future Finder window." (Thanks for that).
However, Dr Whishbone's originally said that: "I wish columns to be just as wide as the longest filename - always."
Same as me, I think he/she means no more, no less, but "just as wide". This varies for every different colum i look at on my Mac.
Some colums have short names, some longer names and it is annoying to have to click, drag, right click or what ever) EVERY time i'm in a new column.
XtraFinder does this really well (as mentioned above by 'dnanneman'). I used it for a few months, but i was a little concerned about using a third-party thing in case it interfered with my system (but probably nothing to worry about?). I had a 'glitch' and i uninstalled XtraFinder in case it was a problem (but glitch was unrelated). It was easy to unistall too with it's uninstaller.
I miss it & I think i need to use it again - but WHY CAN'T APPLE INTRODUCE IT AS STANDARD?