They would for pragmatical reasons - they do not want to spend more ammunition then necessary. They very clearly do eye for eye thing - when something is attacked inside their territory, they attack similar thing outside.

They are not running the "operation epic fury to prove we are manly men" thing. They are running the "operation regime survives in a long term" thing.

It could also backfire spectacularly. If a bunch of civilians suddenly get killed or other war crimes committed unilaterally by them (such as targeting energy infrastructure) their adversaries could gain political support for the current effort. Whereas gradually forcing all interceptors to be expended is a massively expensive slow bleed and gives the opponent little to nothing to spin in their favor.