On another thread, I discussed this a bit:
Sometimes, it appears triplanes (as well as fighters) are making interceptions despite the game making no mention of this. In a game a few days ago, I was Russia and was attacking an Inca who had 10 planes in the first city I attacked. I had 4 triplanes all set to intercept in order to cover my land forces. Well, on the first end-turn after I DoWed, I noticed that the AI had bombarded a few units, but no where near 10 of them. Sure enough, I checked the city where the enemy air units were based and the number now read 8, not 10. I'm virtually positive I could see all their cities, and the numbers of aircraft in the other cities (not more than 1 or 2 per each) had not changed. Yet I'd never been notified that I'd made any interceptions.
Thus, I am wondering if something bugged the notifications for intercepting. Because I've had this happen twice now in different games, where I have a good number of interceptors, and an enemy attacks me and appears to have fewer aircraft afterward despite my never getting a notification of a successful interception.