I tried this by setting Mode to 3D, then set Spacing Distance and Offset to 0, set parallels to what number you need and use Z rotation to create the column shape.
However one thing I noticed, is you can only have 1 turn in the helix parameters, or you just end up with straight lines, plus you have to use and edit spline modifier to make it work, and if you convert the helix to an editable spline, it no longer works.
So while it can sort of work, only allowing 1 turn, makes it rather useless. So I guess you have to stick with the Array function and make sure you set it to Instance, so that any changes you make to the original, SHOULD transfer to the instances also.
I have included a sample max file (Max 2014) one using Array, that allows full control of the original helix, which is what you want
and one suing Spline Offset, which only allows 1 turn???