Well Interceptors have a niche role, they go after guardians and escorts first and then after supports. If the AI built a support ship with 35% fleet jamming, fleet repair, carrier modules, (and little or no escorts in the fleet) ... then interceptors might be a reasonable addition. Maybe if you try to snipe invasion transports in a suicide run, too. But I never tested the latter.
Interceptors would be useful, if the AI did weird things like: high defense capitals with high damage guardians.
I may be 'doing it wrong,' but in a recent game I added assault ships to my fleets of Capital and Escort. They are ahead of the rest, so they got shot at first, but I had loaded defenses onto them so they didn't die. Once the Escorts got into range, the enemies seemed to redirect their fire onto them. This allowed me to generally keep more ships alive than otherwise would have happened.
Did you by any chance pay attention whether the enemy used escorts or not? I often see the AI use mainly capitals in the late game which target escorts and other capitals over assaults. Escorts however should be focussing on assaults.
Come to think about it, might interceptors be even better suited for that tactic? They start further ahead then assault, but will be focused after capitals even if there are escorts. Otherwise they should behave like like assaults against escort/capital fleets.
I hope this wiki page is up to date^^
http://galciv3.gamepedia.com/Ship_roles