It seems to be expected behavior by Pega OOTB design configuration.
Currently Pega doesn't supports this feature by OOTB autocomplete control. Pega always tries to find the exact match of the string which is typed in the autocomplete field. Since technically, e and è are different, Pega didn't show the related results.
As per the SR notes this is expected behavior & It is determined to be a product enhancement request. An enhancement request,'FDBK-63784', has been created for the same. Hopefully, this feature will be added in later versions.