In bash this is how I get git completions working (with bash functions rather than aliases):

    __git_complete grm _git_rm
    grm() {
      git rm "${@}"
    }

Internally git uses the __git_complete function to set up completions for its subcommands, though this may be specific to your OS/distro and perhaps or git version.

This does seem to ship as part of git now, here[1].

[1]: https://github.com/git/git/blob/6a64ac7b014fa2cfa7a69af3c253...