Even interceptors occasionally hover over UFOs that they just shot down. I'm not sure what the issue is, and it is not saveable as far as I can tell..
I tried to save it, and when I did, the game loads the crafts with their targets, which they immediately reach and then update the trajectory so interceptors return and avengers land.
As far as I have experienced, the confusion only occurs while playing, upon shooting down a UFO. Sometimes the game seems to not update all crafts, so some still are trying to intercept the crash site. If you click the craft and assign them again, it works. If you click and hit cancel, they remain in this weird state.