\setuplayout[grid=no]
\setuphead[section][grid=no]

\starttext
  \startsection[title=Space is ok here]
    \input tufte
  \stopsection

  \blank

  \startcolumns[n=2]
    \startsection[title=Too much white-space here]
      \input tufte
    \stopsection

    \setuphead[section]%[after=\vskip-2ex]

    \startsection[title=Space is ok here with workaround]
      \input tufte
    \stopsection
  \stopcolumns
\stoptext