I only know bash, but I doubt zsh can be so much better (yes, I know, they have colorful suggestions and better interactivity for selection).
The context sensitivity is just very confusing. Sometimes completion hangs, maybe because an SSH connection is made in the background, or the completion is just not very efficient.
Then sometimes I have a typo and get the weirdest suggestions and it's much harder to track down the error statically than just running the program and get a nice error message.
Then sometimes I am more intimate with the complexities of the command-line invocation than the completion script can appreciate, and get no completion, when all I need is just a stupid local file completion. This results in the (untrue) assumption a file wasn't there, which easily leads to further confusion.
No, thanks. I know how to use the tools that I use. Dear completion, just help me with the files on my disk (which is the fast-changing variable in the game) and let me type commands as I see fit.