So I ran some tests to try and figure out what I did wrong. However, to my surprise I discovered that I didn't do anything wrong. It would appear that no matter what the settings Fighters flying AS missions will not engage enemy bombers flying naval interdiction missions. I realize the primary role of Fighters flying AS missions is to engage the enemy fighters, but surely if there are no fighters present they should engage the enemy bombers.
Below is the setup of my test German naval interdiction mission over the sea hexes near Normandy. Note that it is set to fly in the Allied turn.








