You could be a mad lad like me and run PowerShell on Linux and as long as you have the PSReadline module you'll get this autocomplete. As others mentioned fish is also a great shell and I think with oh-my-bash and oh-my-zsh bash and zsh can do this as well.

I don't know if it has it but Nushell might also have something similar and feel a bit more natural coming from pwsh.

tldr; You can stick with pwsh or have tons of alternative options!