As I wrote, SQL Workbench is good benchmark - it is not possible to select columns without named table, again, there is even possibility to filter list of available elements (tables, views, columns,...). In my opinion GUI tool should support this feature (with or without psql background). This speeds up coding dramatically. Right now I have to copy/paste column names to avoid misspell.
If we had many developers working on pgAdmin, perhaps we would be able to maintain our own completion feature. But we do not.
If you want a better completion feature, propose a patch for psql on the pgsql-hackers list, and it will then be integrated in pgAdmin.