MS-DOS (and Windows) have supported forward slashes as path separators since PC-DOS 2.0, despite defaulting to backslash. Anywhere where the forward slash isn't supported is a bug either in Windows or (more likely) in the app that won't accept them.
Yeah, that's a shortcoming with cmd.exe. At least PowerShell will switch slashes to whichever is default for the platform, but I doubt that supporting fore-slash tab completion in cmd.exe would be able to crawl out of the -100pt hole.