Create a simple xml file like this,
<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE XMLCatalog PUBLIC '-//DTD XMLCatalog//EN' 'null'>
<XMLCatalog>
    <Base HRef=""/>
</XMLCatalog>

Press & in the HRef attribute, code completion show a list like &amp;&lt; ...
Select one of them, press enter,the value will be put into the field, but & is missed. For example if I select amp then
I will get:

<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE XMLCatalog PUBLIC '-//DTD XMLCatalog//EN' 'null'>
<XMLCatalog>
    <Base HRef="amp;"/>
</XMLCatalog>

Excepted is:
<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE XMLCatalog PUBLIC '-//DTD XMLCatalog//EN' 'null'>
<XMLCatalog>
    <Base HRef="&amp;"/>
</XMLCatalog>