What version of openxcom are you using?
I just tied to reproduce this from an old build (somewhere at the end of 2018) and the most recent build.
In both cases the interception goes fine, no need to reissue the command (tested using the option "Predict UFO trajectory" and without that option).
Also what do you mean with: just stays there
* Does it follow the ufo when it moves around?
* Does it stay on the spot of the predicted location?
And for how long does it stay there (seconds, minutes, hours)?
Those answers might help us help you