You can ask for 'fuzzy completion of each element of a directory separately, displaying completion output in one of several types of menu, grouped by type of entry (e.g. option -- automatically determined from --help output -- versus filename versus directory versus USENET group name versus file descriptor number versus a million other things), with the appearance of each type independently changeable, not duplicating autocompletion entries in a single command if and only if the command is rm, doing spelling correction on directories matching this glob but only for this subset of commands' if you like. And that's just one example I happen to be using.
bash has nothing remotely comparable.
It is *crazy* flexible, so flexible that there is an autoloaded 'compinit' function just so that normal mortals stand a chance of configuring its *default* setup. (This is the 'zshcompsys' completion system, btw, not the 'zshcompctl' system, which is akin to bash's, and is obsolete.)