I am pretty sure this is by design. The aim being to make maximum use of the space at the bottom of the page. The first footnote will go in the left. A second one will go in the right column even if place in the left column.
See below.
If I add another footnote it will go in the right column and the first two will be on the left.
I know of no way to change this behavior. Footnotes are linked to the page, not to the column.