Totally agreed, CMU is the best choice. Data science in Columbia is not mature enough and sometimes regarded as a "Cash Cow" program because admissions to this program is not that competitive. QMSS is more like a preparation for further study in social science if you want to pursue PHD after your graduation.
NYU Data Science is a more selective and competitive program than Columbia. Quantitative Methods in Columbia could be recognized as a "Step Stone" for further study, like preparation for PHD, which will give you more opportunities in research area.