I read that often but I don't understand how it can be true. Bash (and I suppose zsh's) tab-completion is programmable so you can make it do whatever you want to.
Zsh, especially with an addon package like oh-my-zsh isn't just programmable but is actually programmed. Like, it just works, near magically - for instance make <tab> looks for the Makefile in the current dir and actually scrapes the targets from it.
AFAIK Bash does that by default too (at least it's been the case on my Debian setups for years). It also works with git for example, not just with its subcommands but also with your commits, tags, branches, remotes, etc.
Many Debian packages comes with a completion script for Bash so you get it when you install them :).
