So the question "does rclone have that" doesn't make much sense, because it usually wouldn't be rclone implementing it.
For example, zsh does it here for rsync, which actually invokes `ssh` itself:
https://github.com/zsh-users/zsh/blob/3e72a52e27d8ce8d8be0ee...
https://github.com/zsh-users/zsh/blob/3e72a52e27d8ce8d8be0ee...
That said, some CLI tools come with tools for shells to help them implement such things. E.g. `mytool completion-helper ...`
But I don't get rclone SSH completions in zsh, as it doesn't call `_remote_files` for rclone:
https://github.com/zsh-users/zsh/blob/3e72a52e27d8ce8d8be0ee...