Late in 2018, the Power BI team added Intellisense to the Advanced Editor for queries in Power Query, only in Power BI. This has not yet come to Power Query in Excel.
In the February 2019 version of Power BI, that Intellisense now comes to the formula bar.
To see this you have to enable two things:
Turn on the Formula Bar in the Layout section of the View ribbon in Power Query. That should always be on by the way. Working without this is like disabling the formula bar in Excel so you cannot see the cell contents.
In Power BI, go to File|Options & Settings|Options, and scroll down to the Preview Features. Check the “M Intellisense” checkbox. You’ll need to restart Power BI for this to take effect.
It still doesn’t have Intellisense in the Custom Column formula box, but we are getting closer. I suspect this feature came as a result of the recently announced “Improved Python & R Script Editor” in Power BI this month.