I can confirm this bug and it's not related to gdm because the same behaviour was observed at xdm.
User startup scripts (.profile or .bash_profile) are not sourced at X login (Xsession) by default so bash-completion is not too. If you load them in your ~/.xsession f.E. the described problem shows but only for root account in my case. I guess the bug lies somewhere in (paranoid) environment settings of display managers or Xsession startup scripts for root because bash (login shell for root) has no problems with hyphens in function names.
