Note that many VFR flights are NOT under direct ATC control (though requesting flight following is always recommended) so unless you appear to be flying erratically or otherwise attract attention you may not even be noticed - it’s standard to send an interceptor if they have reason to believe your radio is inoperable and they need to get in contact (there are established intercept/no-contact procedures).
In reality it is highly unlikely for a commercial airline to ignore a direct ATC command (unless the pilot believes the plane is in distress) - and in a case like this where ATC reports a hazard onboard and divert it wouldn’t be unexpected to see an escort (even if just so that there is a witness if the plane were to actually explode).
After 9-11 the chance that the interceptors are armed is probably 100%.
Fun fact: the max speed of a normal GA plane (think Cessna) is below the stall speed of many interceptors which can result in amusement.