Autoloading uses program basename, so: /etc/init.d/mpd [tab] gets completions for mpd itself. Long story short, what you are trying to do can't work.
gentoo-bashcomp-20130804 install this completion into compatdir: [1] http://sources.gentoo.org/cgi-bin/viewvc.cgi/gentoo-x86/app-shells/gentoo-bashcomp/gentoo-bashcomp-20130804.ebuild?hideattic=0&revision=1.4&view=markup
*** This bug has been marked as a duplicate of bug 521164 ***