How are you getting this completion from ri ? I use zsh, and the rvm's ri (.rvm/rubies/ruby-1.9.2-head/bin/ri) gives no completion at all (ri 2.5.8).
However, /usr/bin/ri (ri v1.0.1 - 20041108) does give completion but different from your list.
ri K<tab> gives Classes and methods (e.g. Kconv\#guess) and not just classes. So it's a huge list. Thx.