"We rarely intercept opponent's pass"
He means the opponents have high pass accuracy.
It doesnt matter how we adjust the tactics/team orders, opponents have high pass accuracy when their mid-fielders are decent (4-5 star). I dont think we can do anything to lower their pass accuracy. May be use Hard Tackling (i haven't tested yet)
If their team's quality is poor (2-3 star), you won't see that message, because their pass accuracy will be like 70% in this case.