An episode of Mrs. Columbo is included in the American releases of seasons 3, 4 and 5 each. (I don't know about the upcoming set of seasons 6 & 7).
The UK/European release of season three didn't have one, nor does it seem that the upcoming European release of the 4th season will have one. So if you're curious about these, you have to order your sets from the U.S. (you need a region code free DVD player though).
As far as I recall, there were only 5 true episodes of "Mrs Columbo" (before the character and the series changed names, and concepts).
So, while I realize that "Mrs Columbo" is hardly the ideal DVD "bonus" feature for hard-cord "Columbo" fans, it will at least be somewhat satisfying if the final "Columbo" DVD set includes the final "Mrs Columbo" -- just so that devoted "Columbo" fans, for their loyal investments in the full "Columbo" series, will also get (as a "free" bonus) the full "Mrs Columbo" series as well.
"Mrs Columbo" is obviously not on a par with "Columbo," in terms of the writing or in any other way, but to some extent I would say that its bad reputation is unfairly exaggerated -- and these DVDs, in my opinion, are a great opportunity for the broad base of "Columbo" fans to see this oddity, or this footnote to "Columbo" history. For the true "Columbo" completist, it really should be seen, for better or worse.