Theres a little bit of confusion here. Are you trying to do selected or Managed NPA? If the app pushbutton has been pressed then the Appr Nav should be the armed mode on the FMA, and once it calculates the intercept should become the active mode. However if you are doing a selected NPA then this should not be used?
As has been said I've never had it not intercept when on a correct heading with Nav being armed.