I just moved a CW cruiser from the three box to the two box of a sea area, with German ships in the three box, and to my surprise, the interception screen came up. Out of curiosity, I initiated a search, made sure the Germans found the Allies, and sure enough, there was a naval combat. This should not have happened.
11.4.6. INTERCEPTION
You can’t try to intercept:
Units moving from one section into a lower-numbered section of the same sea-box;
Now as bugs go, this is not a serious one, because one simply does not intercept here, and everything is fine. However, at some point, in the distant future, this should be fixed.
I thought I knew how to play this game....