Is it meaningfull to set COLUMNS hardcoded to any and every terminal(-window) just so select looks 'pretty'?
AFAIK all the rest of the terminal output depends on that too, as in line breaks and such.
You mix up the defintion of columns.
While $COLUMNS represents the value of characters possible to be presented on one line,
the columns of 'select' contain more than 1 char per line.