Install completions into BASH_COMPLETION_USER_DIR

[NEOatNHNG]

The recommended place to install completions to is the BASH_COMPLETION_USER_DIR which loads completions on demand.

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[Copilot]

Pull Request Overview

Updates the bash completion installation instructions to use the standard BASH_COMPLETION_USER_DIR location instead of a generic filename. This follows bash completion best practices by installing completions into the user-specific completion directory where they are loaded automatically on demand.

• Modified completion script installation to use BASH_COMPLETION_USER_DIR with XDG fallback
• Added directory creation command to ensure the completion directory exists
• Changed output filename from generic "bash-complete.bash" to specific "bazel.bash"

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