The defender isn't intercepting or scrambling, this is related to normal combat, not bombing runs. Air battles can precede normal combat. You can limited the number of rounds, which is what I did to avoid zeppelins shooting forever.
I could take zeppelins out of air combat, but that would mean a zeppelin could attack a territory with 10 fighters and be okay.
Thanks for the replies, I'll keep thinking about to do here.