In retrospect, I think you are correct. I had the same situation come up in the very next game I played. This time, there were two flights of drones on the map. Flight A, targeted on ship X, and flight B, targeted on flight A. Ship X entered flight A's hex, and it just didn't seem right to have the drones impact without a chance for flight B to intercept them. So, I had ship X pass through w/o impact. Also, the other way has drones making their attacks during the movement phase, which, as you point out, doesn't really seem right either.

My confusion arose out of habits formed from years of playing in the SFU via Star Fleet Battles and Federation Commander, where combat occurs as movement is taking place, rather than in a separate phase of the turn. In those games, if a ship enters a hex containing a seeking weapon targeted on it, the seeker impacts immediately. To paraphrase something that Yoda said to Luke, "I must unlearn what I have learned."