The run dialog could have autocompletion similar to LXDE's Run dialog's one (provided by LXPanel): A list of matching commands would show promptly as a list displayed upwards or downwards from the input field depending where is more space.
*** This bug has been marked as a duplicate of bug 961 ***
This bug is not about tab-completion, but about autocompletion. Tabulator moves focus to next UI item in Xfce dialogs.