Happened to me today, while in FSS. I just heard strange sound coming from my ship, exited FSS and was greeted by the Interdiction Screen. Tried to resist, but had a very bad start, so decided to submit. Was busy targeting the next star on my route, so did not hear what the NPC had to say. High Waked out, but was not attacked.
The problem here is, that in FSS and in DSS you are not only helpless, you are blind. And the latter could be fixed in a simple way: Just let the ships computer give warning, when a contact appears and comes near. This would be the natural thing to do. In hazardous systems it is no fun to permanently exit FSS or DSS to take a look around. Should be also easy to implement...