Repro (using Jujutsu CLI, I can provide a minimal repro later):

$ bash
$ COMPLETE=bash jj __this-command-does-not-exist >? tmp.sh
$ . ./tmp.sh
$ jj --config-file ~/<Tab>

There are no completions. Same on jj --config-file $HOME/ etc.

Two options to resolve this:

1. Don't compute any completions for AnyPath args but tell the shell to
   complete as if there were no custom completions. This is what Cobra does.
2. Try to expand and unexpand shell syntax ourselves, so we can actually compute completions.

This is quite tricky.
I wonder if we want 1 as "temporary" measure.