Automatically show ‘taxonomy’ meta box by default in Appearance > Menus?

Thanks @guiniveretoo, perfect 🙂

Finally this is how I did (this code is used for the menu page screen options):

/* Just use to find your screen_id */
add_filter('current_screen', 'the_current_screen' );
function the_current_screen($screen) {
    if ( defined( 'DOING_AJAX' ) && DOING_AJAX ) return $screen;
    print_r($screen);
    return $screen;
}

/* Just use to display the options id */
add_filter('current_screen', 'the_screen_options' );
function the_screen_options() {
    global $wp_meta_boxes;
    $hidden = get_hidden_meta_boxes( 'nav-menus' );
        var_dump( $hidden );
}

/* Show the all options by default in the menu page */
add_action('admin_init', 'set_user_metaboxes');
function set_user_metaboxes( $user_id = NULL ) {
    // These are the metakeys we will need to update in the menu page
    $meta_key['hidden'] = 'metaboxhidden_nav-menus';

// So this can be used without hooking into user_register
if ( !$user_id )
    $user_id = get_current_user_id(); 

// Set the default hiddens if it has not been set yet
if ( get_user_meta( $user_id, $meta_key['hidden'], true) ) {
    $meta_value = array('');
    update_user_meta( $user_id, $meta_key['hidden'], $meta_value );
}

}