I found a great plugin for zsh that you can use. If you are using oh-my-zsh then its called gitfast or if just using zsh then you can follow the instructions on his blog article.
As the author details there are in fact quite a lot of git completion issues and his efforts are to resolve them all. This is one issue that now works like the way it does in bash.
https://felipec.wordpress.com/2013/07/31/how-i-fixed-git-zsh-completion/
To enable in oh-my-zsh edit your .zshrc and change the plugins line to add gitfast like so
plugins=(git gitfast)