[Taqwus]

There are ways interception could be implemented with the current movement system. Suppose you have a spy in a province currently occupied by enemy forces, and you have an army ready to intercept. If the spy had a 'Track army' command, whereupon it would *attempt* to track the largest portion of forces that move, and you could give the friendly army an 'intercept' command that with some probability would be able to intercept (base it on, say, overall strategic move of the interceptors versus the interceptees, the experience of the spy, stealthiness of troops, the number of parts into which the interceptees split)...
It'd affect balance, as not all nations get spies or very mobile troops, and figuring out a sane formula would not be easy.