This is a case where the buttons work as you would expect them to work. I believe your request would make them work in a way that is "non-Windows." Therefore, I would vote against this change.
The option would be nice. Right now it takes two key presses to get out of the auto-complete list and to the end of the current line: ESC, END. Those two keypressess are on opposite sides of the keyboard; this design slows me down noticibly.