You may find that this is a more general issue with interception of the Tab key under remote XFCE4 sessions, rather than a problem with bash completion itself.
I had a similar issue running XFCE4 over VNC and the workaround for me was to edit the ~/.config/xfce4/xfconf/xfce-perchannel-xml/xfce4-keyboard-shortcuts.xml file to unset the following mapping
< <property name="<Super>Tab" type="string" value="switch_window_key"/> --- > <property name="<Super>Tab" type="string" value="empty"/>
Note that there may be two entries, and the first already has the value "empty". If this is the case, edit the second entry.