It's a known bug, doesn't happen all the time but my first interceptor kill was a cheesy affair like this where it just sat there and took it without firing back.
(I did go back and solo one properly after)
Sounds like the interceptor bugged out when you fired upon it. The normal behaviour is that you cannot stop it from leaving once it starts doing so, but they do bug out sometimes.
In Horizons. In pirate level 6-7. If you wait while pirate will start FSD charge, then open fire, he will interrupt charge, will be flying around but never return fire back and keep weapons docked (square on radar).
Guess something similar happened to thargoid.
Bugged interrupted fly-out for mobs. Long one bug, saw that in December.
So we were able to pretty reliably reproduce it.
Step #1 Drop into instance. Do what you like (scan, grab cargo, etc.) just don't agro the Cyclopes (try to avoid triggering a swarm launch).
Step #2 Wait until the Cyclopes finishes scanning/abducting pilots.
Step #3 When the Cyclopes turns to leave and begins to accelerate away, engage it.
From this point it looks like the Thargoid oscillates between two basic scripts: The "I'm leaving this instance" script (A), and the "I've just had one of my hearts exploded" script (B). If you've engaged the Cyclopes after script A starts and you manage to exert and kill the heart, it switches to script B and stops trying to leave the instance for as long as the Thargoid remains on script B. While following script B, the Cyclops follows a routine similar to what it would do in a normal fight after losing a heart: flashing colors, a pause in action and raising a shield. In half of the recreations, the Cyclops launched swarms, but they behaved erratically (clustering around the Thargoid, firing ineffectually). In no recreation of the event did the Thargoid use special abilities or fire cannons. If the Thargoid was left alone long enough if resumed script A.
As long as we kept up pressure on the 'goid, knocking the shield, exerting the heart and then destroying the heart in a timely fashion the Cyclops just floated there and took it.
One other thing we noted is sometimes during the initial escape attempt after exerting the first heart, the Thargoid would start to pinwheel. While the rotating heart was certainly harder to hit, it was still doable.