[Raapys]

Well, let's say you only have those interceptors left and you need to take out a stray colony ship, for example. If you've switched all other targets to Do Not Engage then you wont be able to take out that colony ship, because your fighters/interceptors will automatically retreat the moment there's no enemy fighter present in the combat.

This is why I'd not recommend making fighters the only available target, but instead make it the highest priority target.

By making other fighters the highest priority target they'll go after fighters until there's none left, at which point they'll help out with the rest of the fight, instead of just retreating as soon as the last enemy fighter is destroyed.