The religious authority priests are given in the Catholic Church make some think they can block a believer's communication with God. If a priest gets in between the sending prayer and the receiving Savior, he'd be
intercepting that message.
Priests often wear black suits and hide in little rooms to listen to people's secrets. Espionage involves catching things you're not normally meant to hear: that means the message has been "intercepted." When someone secretly listens, but does not interfere, it often involves a phone and is called "wiretapping," but that's not something Catholics usually expect of their clergy.
More likely, priests who speak of being interceptors are thinking of modern fighter jets. "Interceptors" are aircraft designed to quickly counteract intruders and threats. In that sense, the priests' power of absolution would let them protect an omnipotent, omniscient, sovereign God from needing to weigh the requests of His own creations.
In American Football, when a thrown ball is caught by someone on the opposing team, it's called an "interception." Neither the thrower nor the intended target is likely to be happy with that. Similarly, it's not likely that a Catholic priest would brag about being an interceptor who gets in the way of prayers.
Depending on whether the priest is wearing a curly little microphone in his ear, a bomber jacket, or a cleats, you can guess which kind of interceptor they think they are. Scripture assures us our prayers go to God directly; there are no prayer "interceptors," but there are
intercessors. An intercessor offers their own prayers for another person. Fortunately, the Bible says
any believer can be an intercessor, not just Catholic priests.