The --_completion option includes the completion logic in the executable itself, and is invoked by a generic completion script that forwards all completions to it by default. It might make sense to create a parallel mechanism that dumps a standalone completion script.
For instance, this could be run on MYPROGRAM to detect supported args and generate traditional completion scripts for bash, zsh, fish, etc. This could help mitigate some drawbacks of the self-contained completion: slow completions for particularly slow executables and the extra dependency.