What would you like to be added

It's common to see the sub-command completion followed by the shell's name to generate the completion script to standard out. The user can redirect the output to the appropriate file for their shell.

The output of step completion bash would be the same as:
https://github.com/smallstep/cli/blob/master/autocomplete/bash_autocomplete
But without the shebang.

Why this is needed

I think it's better UX for the user. When I try to install a completion for any tool, the first place I would look for is the completion sub-command.

And for people who like to automate the installations of their favorite CLIs, it's very convenient in scripts.