Auto-completion is not just about saving keystrokes. For example, I assume that many Python beginners just read through the completion list to see what the options are. This inconsistency would be hard to grok.

I think that including only some of the keywords in the completions list could potentially be very confusing. We'd have "class" but not "def", "finally" but not "else", "while" but not "for".

If the standard REPL completes keywords (at least on some platforms) that's a good enough argument to include them in IDLE, in my opinion.