KubeKey doesn't enable kubectl autocompletion. Refer to the guide below and turn it on:
Prerequisite: make sure bash-autocompletion is installed and works.
# Install bash-completion
apt-get install bash-completion
# Source the completion script in your ~/.bashrc file
echo 'source <(kubectl completion bash)' >>~/.bashrc
# Add the completion script to the /etc/bash_completion.d directory
kubectl completion bash >/etc/bash_completion.d/kubectl
More detail reference could be found here.