Remember the Hydra in 5e? It was completely broken. If you gave it interceptor it would be auto take for guard, because NOTHING COULD EVER DEEP STRIKE AGAINST YOU.
To answer the question, no, it does not. The IG vehicles are a little tricky to figure out recently, because you have to reference the updates, and this can lead to some confusion. In the end, the Hydra did not originally have interceptor, and none of the updates gave it interceptor.
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