Actually, relatively few input methods handle XCompose in any sort of sane fashion, because not many users need to input both European languages and CJK languages. The released version of ibus is a hopeless mess, for example, though it's allegedly fixed in git with ibus-xkb. (Not that I can get any of it to build, thanks to random undeclared API dependencies.)
There are several major exceptions, including uim, which handles xcompose quite nicely.