Hello, I already submitted a similar feature request on Bugtracker, thinking it was useful to avoid extra micro-management when:
1) You want to follow an UFO until it's above a landmass, and said UFO has an erratic flying path (no interception location can by easily scheduled);
2) You want to escort another PHALANX craft, whether to be ready to assist it in case of an aggression, or because your transport follows your flying radar craft.
Even if this feature is not implemented, perhaps the Alien AI should detect that an aircraft is "following" its own ship, and decide whether the mission can go on or must be aborted. For instance, what should be a Supply ship's behaviour approaching its base on Earth when it's closely tailed? Decision could be distance-related.