I seem to remember bash losing preferred escaping when TAB-completing, but can't reproduce it now with 5.0.17.
Eg. you'd type `ls -l "Spaced [TAB]` and it would turn it into `ls -l Spaced\ Name`. I remember similar annoyances with other special shell characters (eg. single quotes, dollars, slashes), but that all seems to behave sane now.
I didn't even know this was a thing, but can't say I've ever preferred an escape style. I actually use backslashes a fair bit, usually just with spaces. I tend to reserve double quotes for variable or shell expansion, explicitly.
It's not so much about a preference, but your cursor would jump about and you'd need to be on the lookout if you wanted to edit the completion (eg. to change the extension).
Eg. you'd type `ls -l "Spaced [TAB]` and it would turn it into `ls -l Spaced\ Name`. I remember similar annoyances with other special shell characters (eg. single quotes, dollars, slashes), but that all seems to behave sane now.