The fighter jet was there to intercept. All commercial pilots are trained to follow standard procedures when intercepted. Which comes down to: 1. Let ATC know, 2. Establish radio communication or use standard signals if unable, 3. Follow directions by the intercepting plane instead of ATC.

The radio words to use are standardised so they even work in case one side doesn't speak English. The signals are also very simple (rock wings, certain turns, gear up/down).

No need to think about being shot down or not, no need to scare, any commercial flight being intercepted would follow directions.