I meant specifically that you can quickly see all your custom scripts (and only them) by tab-completing comma itself. Of course aliases have regular tab completion in bash as well.
Ah, I thought you referred to completion of parameters etc. not working for aliases. I checked again now, and this does not work for bash.
Of course - your own custom scripts usually wont have so fancy completion, and in any case you'd need to configure this and setting it up for both the long and short version is not that much hassle.