Since there's no way to set the completion of a milestone to 100% anyway (maybe there should be, I've filed a bug), I thought up a mildly hackish way to get your 'Completed Milestones' styling.
1. Open Project: Styles inspector
2. Click the '+' button to add a new named style
3. Change its name to "Completed Milestones"
4. Set the Task Bar color for this new style to the same color as your "Completed Tasks" (or another color if you prefer)
5. When a milestone is complete, drag the "Completed Tasks" style onto the milestone in the outline view.
1. Open Project: Styles inspector
2. Click the '+' button to add a new named style
3. Change its name to "Completed Milestones"
4. Set the Task Bar color for this new style to the same color as your "Completed Tasks" (or another color if you prefer)
5. When a milestone is complete, drag the "Completed Tasks" style onto the milestone in the outline view.