I've been thinking about this for about a year, and just now the answer came to me.
I don't use the @ character in my document.
So I Replaced: ^p^n with @^p^n.
Now the last paragraph in each column contains @.
Now I Replaced @ with @ with the desired formatting.
Then I verified the formatting.
Then I Replaced @ with nothing, thus removing it.
Now the last paragraph in each column is properly formatted, without affecting the next paragraph.

Why did it take me so long to think of such a simple method?
I fall back on my standard answer these days: "I'm 74 years old".