Aims. The collimation of relativistic jets in galaxies is a poorly understood process. Detailed radio studies of the jet collimation region have been performed so far in few individual objects, providing important constraints for jet formation models. However, the extent of the collimation zone as well as the nature of the external medium possibly confining the jet are still debated. Methods. In this article we present a multi-frequency and multi-scale analysis of the radio galaxy NGC 315, including the use of mm-VLBI data up to 86 GHz, aimed at revealing the evolution of the jet collimation profile. We then consider results from the literature to compare the jet expansion profile in a sample of 27 low-redshift sources, mainly comprising radio galaxies and BL Lacs, classified based on the accretion properties as low-excitation (LEG) and high-excitation (HEG) galaxies. Results.The jet collimation in NGC 315 is completed on sub-parsec scales. A transition from a parabolic to conical jet shape is detected at $z_{t}=0.58pm0.28$ parsecs or ${sim}5times 10^3$ Schwarzschild radii ($R_{S}$) from the central engine, a distance which is much smaller than the Bondi radius, $r_{B}{sim}92$ $rm pc$, estimated based on X-ray data. The jet in this and in few other LEGs in our sample may be initially confined by a thick disk extending out to ${sim}10^3$-$10^4$ $R_{S}$. A comparison between the mass-scaled jet expansion profiles of all sources indicates that jets in HEGs are surrounded by thicker disk-launched sheaths and collimate on larger scales with respect to jets in LEGs. These results suggest that disk winds play an important role in the jet collimation mechanism, particularly in high-luminosity sources. The impact of winds for the origin of the FRI/FRII dichotomy in radio galaxies is also discussed.
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