A fairly significant annoyance is that file system completions are all relative to the directory the kernel starts up in as opposed to the working directory. So, while cd works properly to change the working directory for any code that is run through the matlab engine, the auto-complete always thinks your working directory is the directory the kernel started up in. At least that's what happens for me on 2019b. I looked into this a little bit and came up empty for a fix.