When choosing which columns to show you can only change 1 column at a time. You should be able to check off as many as you want at the same time.

That is a good point. I never considered this. I suppose that is a drawback of the menu system I used, as opposed to a dialog. I will have to create a dialog to fix it, and given that this is normally a one-time operation (or limited operation depending on how often they get reset in updates that add columns), I don't know if this is as top priority. It is something that needs done, I will agree to that for sure!