According to the official document, https://code.visualstudio.com/docs/languages/markdown
Snippets for Markdown
There are
There is an inconsistency in VS Code and it is a known issue. Markdown snippets do not get auto-completion. Probably it will be fixed in next release.
Yes this is an inconsistency. Full extensions get auto (7x24) completion by default (e.g. latex, cake), some built-in extensions like Markdown do not.
https://github.com/Microsoft/vscode/issues/1617#issuecomment-166999086