Out of interest Denti makes a very valid point.
An airline (charter) that I flew for had a number of intercepts from the French airforce. This while in full comms with correct controller. Objections were made and this eventually went to government ministerial level.
Only practising they said - but it did stop. I would presume they were practicing with fully 'live' armaments, though I could be wrong. Been a few practices gone wrong over the years.