A complete proof system needs to be able to derive Γ |- φ for every pair Γ, φ such that Γ |= φ. Not just when Γ is the complete theory of some structure. Completeness of first-order logic (and its failure for second-order logic) is about the logical system itself, while the incompleteness theorems are about specific theories - people often mix these up, but they talk about very different things.
> Andreas Blass in the comments says that Incompleteness does not apply to PA_2.
He says something rather different, namely that its "meaningless". That's a value judgement. Incomplete proof calculi for second order logic do exist (e.g. any first-order proof calculus) and for those, what I wrote is true. Andreas Blass would probably just think of this as an empty or obvious statement.
