This is actually connected to checkout extensibility. As long as there is code in the checkout thank you box on the backend the checkout_completed event does not seem to trigger. However, all other’s do trigger: add_payment_info etc.
There is actually a workaround to this. You can use the web pixels API from within the checkout-code box to pass the conversion to the customer events sandbox.
You would have to use something like this:
Shopify.analytics.publish(conversion_name, conversion_object)
In the conversion_object you could pass the transaction ID as well as the ecommerce value.
Then you can use the analytics.subsribe function to listen for it in the customer events.