That's a very good point. In particular, "complete" refers to the ability of the mathematical-logical system to prove every statement that is true within that s

That's a very good point. In particular, "complete" refers to the ability of the mathematical-logical system to prove every statement that is true within that system, in terms of the system. This property is completely irrelevant to a theory like QM or GR - it is only relevant for a system that aims to be a universal foundation for mathematics (a formal language in which any mathematical statement whatsoever could be precisely formally encoded, and then proven or disproven).