Where do you think I pressed Cmd+J?
When I checked on my El Capitan Mac (an Early 2008, non unibody MacBook Pro), opening my home folder in icon view and opening view options shows almost the exact screenshot I've shared on my previous comment, including "use as default button".
Moreover, any view except tri-column view produces a view options menu with "use as defaults" button. It has to be a real folder. All My Files is a view and is subject to different treatment. It may be the same with tri-column view because parent-sibling is blurred with multi-level view.
Basically:
If you open a folder from a "shortcut" from the sidebar, and press Cmd+J, you get the barren options from the screenshot: https://imgur.com/3meteoB. And it doesn't matter if you keep clicking on other folders
Since I always use just a few folders linked from the sidebar, that's what I would always get.
To get to the "actual finder window", you have to select a folder, and press Cmd + Down to "open it". Visually, nothing changes. But the View Options do: https://imgur.com/EJuqWDC
It still doesn't have the "set as default", but, at the very least, it now looks more like your screenshot.
I'm literally at a loss for words.
Edit: more over, if you Cmd+Tab back, and your current folder is a subfolder of an item in the sidebar, the Cmd-J panel resets back to its barren view. Why?!!
Personally, I'd recommend just not using the Column view. It seems pretty janky compared to the other options.
For what it's worth, Command+[ and Command+] will move back/forward between folders, just like Safari and elsewhere.
Holding down Shift with those commands will move between tabs in Finder.
Edit: I guess that "barren view" only happens when viewing things as "columns" mode. I just figured out how to make it look like yours. I always use list mode (as I often want to see/sort by date modified time or file type and I want to see file sizes). Columns view seems like a waste of screen real estate.
It has nothing to do with the sidebar. In column view it doesn't know what folder you're viewing so there's no display settings it can set because that's a per-folder option.
Edit2: I see your "less barren" options now, but it's still missing several options. And you don't need to do "Cmd+down", you can just double click a folder. This presumably forces it into understanding you're talking about a specific folder so it can display additional options.
Also it doesn't even appear to work, those extra options showing up is apparently a bug as none of the options change anything.
Finder is seriously broken