Seer, Ugleb, I don't think that's what they're asking for. In games where some units had an intercept ability, it was active during the other players turn. So, if you had an intercept-capable ship (call it ship A) with movement points left over, and your opponent sent a ship (call it ship

near ship A, then ship A would move to and attack ship B before ship B completes its turn. In the computer games that I've seen that have this feature (can't remember which ones off the top of my head) the (attempted) intercept was automatic.
Not sure how I see this working in CG2, but it might be useful for when a transport pops out of the fog of war within range of two of your planets, one of which is undefended. Even if the transport has enough movement to reach the undefended planet that turn, an intercept-capable ship from the defended planet could hit it before it invades.
As you might guess, this could have some serious implications, and I'm not sure it would add anything to the game. It would strengthen the concept of territory, and make anything like GC1's Antimatter Missiles quite useless individually.