If you don't care which journal your column appears in, then you probably, at the very least, owe Journal A a note that says something along the lines of
Since receiving your original rejection on Date X, 2015, I subsequently proposed the column to another journal. They have since also asked me for a draft to review. At this time, please consider my original column proposal withdrawn.
If you strongly prefer publishing with Journal A, then you have more of a quandary on your hands and should probably get in touch with the editor at Journal B handling your proposal to have a frank and open discussion about the situation. If the difference between Journal A and B is substantial in your field, then the editor at B might be understanding and cut you some ethical/personal slack and suggest that you pull your column proposal from Journal B and go back to A.
I think there's a case to be made that Journal B now has priority (dibs) over Journal A in competition for the column. Journal A originally passed on the proposal, and some sort of release from B is warranted before giving A another shot at it. In my opinion, the editor at B is in no way required to give up their priority position. You might be able to talk them into it, but since A had the initial shot at your column and passed, they don't have much room to complain that they should be the first to publish the column.