Hi, Jessica.
I confirmed there aren’t Screen Options at a single events’ Attendees view for the current release (v4.3.4.1)
We dug through some prior versions and found it last existed in v4.2 (and therefore removed as of v4.2.1)
I don’t believe it was an intentional change, other than several column names were combined and it may have been taken out since it would then have to be changed to account for new column data.
Regardless of why, sorry about that, and it’s been ticketed as a feature request internally to bring it back.
Thanks for bringing this up! Sorry I can’t give you a solution you can use today, but hopefully the development/management teams can bring it back eventually for you and other users.