File name completion?

Of CDD (just for example) the help says

The default filename completion syntax is: dirs

but if I enter cdd c:\users\vefatica\desktop\ and press tab twice, I get


I have no FILECOMPLETION environment variable and in my INI file I have only


Is it working correctly or are there other settings that govern its behavior?

And (I used to know how to do this) how do you copy from the help without getting...

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