I'm filing this based on a discussion I just had with @dbaron.

It seems like the multicol spec does not forbid margin collapsing with column-span elements. So the margin of a column-span can collapse w.r.t. just one column and that doesn't make sense. Also, the spec mentions that a multicol element itself creates a BFC but does not specifically say that the columns inside it also create a BFC. This might clarify the margin collapsing behavior for column-spans.

An example of an existing test where this can be seen is -
https://github.com/w3c/web-platform-tests/blob/master/css/css-multicol/multicol-span-all-margin-bottom-001.xht

Screenshots of Chrome - (Orange and black bands are the column-spans)