A gradient color would actually work like expected in IE, but in SVG enabled browser only the first column has the desired effect: http://jsfiddle.net/highcharts/ATevk/.
The reason is that VML applies the gradient by the shape's own coordinate system, but SVG applies it to the global coordinate system.
With a little postprocessing, the gradient can be set individually to each column: http://jsfiddle.net/highcharts/ATevk/2/