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I'll be happy to both fix things pointed by Steven and try some other approach, if that's required, but I would rather do it after a consesus is reached, so I don't have to do the same stuff several times (changing argparse tests requires some work - it's really awesome test suite).
What about optparse? Maybe there we can add this option without much thinking, by checking if help-options is used at the end of parsing? If not, we face the same problem as with argparse.
I don't really understand, why can't we just check if help-options is provided by the user and add our own, if it is not? Even if options are parsed several times (when doing some debugging I have seen my messages printed multiple times in help formatter), we should be able to inspect options in raw form and determine, whether --help-options is used.