the game engine does not keep up on air battles very well. Because your planes were on a return, I know you could not issue them new orders to reset their location, but the interceptors had an order that did not update to show the order was no longer possible. Naval units do it in a more proper way, where a ship that moved cannot be hit from the same place they could have been hit from, before. It, however, has the issues that your ships will not chase an enemy ship they were ordered to attack.