I cannot imagine that you can feel the speedup for such a tiny problem.
k = 1;
if any(A(:, k))
k = k + 1;
k = k + 1
Note that you function will crash, when A contains zeros only. More secure:
index = NaN;
for k = 1:size(A, 2)
if any(A:, k)
index = k;
Now index is a NaN, if no column matches the condition.
For large A this must be slower, if a matching column appears early.