When your craft(especially transport one) passes near some enemy secret base - closer than 500 or 1000 km from it - what if this base launchers this faction's fighter craft to intercept you? this means you'll have to travel more carefully(avoid strong fractions base) or provide fighter support to your ground operations.
While it could be an interesting addition, I see a couple of issues with it.
First, the coding part would have to be done from scratch (if it's at all possible to add 'interception' code to alien base which is essentially a permanent mission).
Second - that would handicap doing alien base missions to the point in game when you can successfully intercept whatever the base throws at you (a Fighter would make the most sense). Not sure how exactly escorting Xcom craft works - does the escorted vessel enters combat along with all escorts at once (gang up), or all vessels one by one. If the latter, you are even more screwed - you'd have to leave all base and supply missions alone until you have a craft that is able to take an enemy fighter 1-on-1.
Thirds - that would limit supply ship 'milking' and that mission is already hard enough. On the other hand - if you can take down a fighter then that could be exploited as well (how often would the base launch interceptors? each time?). A downed fighter is an easy fight and has 1-in-3 chance for at least one of its engines to be intact.