According to the documentation (https://doc.petalslink.com/display/petalscomponents/0+CDK+Component+Interceptor+configuration), interceptors are meant to be used to intercept IN and OUT/FAULT messages. In that sense they are MEP-aware and behave differently according to the MEP, and also do not cover specific phase of the MEP (for example the second FAULT of InOptOut) nor the DONE and ERROR cases.
But since they are very low-level and generic, it would make more sense to make them MEP-unaware so that more things could be expressed with them.