Accreting supermassive black holes (SMBHs) produce highly magnetized relativistic jets that tend to collimate gradually as they propagate outward. However, recent radio interferometric observations of the 3C 84 galaxy reveal a stunning, cylindrical jet already at several hundred SMBH gravitational radii, r ≳ 350r g. We explore how such extreme collimation emerges via a suite of 3D general relativistic magnetohydrodynamic simulations. We consider an SMBH surrounded by a magnetized torus immersed in a constant-density ambient medium that starts at the edge of the SMBH sphere of influence, chosen to be much larger than the SMBH gravitational radius, r B = 103 r g. We find that radiatively inefficient accretion flows (e.g., M87) produce winds that collimate the jets into parabolas near the black hole. After the disk winds stop collimating the jets at r ≲ r B, they turn conical. Once outside r B, the jets run into the ambient medium and form backflows that collimate the jets into cylinders some distance beyond r B. Interestingly, for radiatively efficient accretion, as in 3C 84, the radiative cooling saps the energy out of the disk winds; at early times, they cannot efficiently collimate the jets, which skip the initial parabolic collimation stage, start out conical near the SMBH, and turn into cylinders already at r ≃ 300r g, as observed in 3C 84. Over time, the jet power remains approximately constant, whereas the mass accretion rate increases; the winds grow in strength and start to collimate the jets, which become quasi-parabolic near the base, and the transition point to a nearly cylindrical jet profile moves outward while remaining inside r B.