A journal is interested in my column proposal, but so is another journal that initially rejected it. What are my obligations?
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 At this time, please consider my original column proposal withdrawn.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.