Believe it or not the answer is No!
For many years it has been a feature request.
Now you will not believe this but wswhen it was first proposed here on the Forum, back then it was the Illustrator Mac forum section, there were several uses who did not think this was necessary.
And as far as I know they still do not think so. Their reason, and you might not believe this as well, is that you can simply make another text frame and align them as columns.
To these users that is some how more efficient than hitting the enter key to advance to the next column. That is what they think.
They unfortunately out number the one person who has made this feature request and I believe no one has ever taken the time to make this feature request except for this one person.
And unless all the people who come here asking why there is no such feature take the time to make this request then it will never come to be.
Here is the link to the feature request page. Are you going to make such a feature request?
Thanks, I have just submitted this request.. its a shame this has been ignored..