Daniel,
I am not sure that is correct. On Matlab's site they give an example of a 4 dimensional complex dot product. The Mathematica result and the Matlab result are different. I believe that Matlab is correct. I may be missing something but the first line gives the Mathematica result and the second line gives the Matlab result. I would normally expect Mathematica to test for complex arguments and apply the definition given at the bottom of the Matlab website (as Matlab does). As the alternative they should discuss this in the documentation (as you suggest) (with an example?). Thank you.
In[1]:= Dot[{1 + I, 1 - I, -1 + I, -1 - I}, {3 - 4 I, 6 - 2 I,
1 + 2 I, 4 + 3 I}]
Out[1]= 7 - 17 I
In[2]:= Dot[
Conjugate[{1 + I, 1 - I, -1 + I, -1 - I}], {3 - 4 I, 6 - 2 I,
1 + 2 I, 4 + 3 I}]
Out[2]= 1 - 5 I