This probably has something to do with whether an ability is normally confirm casted with a click or not. It's really annoying and affects a lot of characters.
Examples: Billy 1, 2 and 3 don't interrupt, but 4 does (why? it has the quickest cast time of all of them). Graves 1 and 4 interrupt, but nothing on venator interrupts (even swapping to a new gun doesn't). Seven 1 and 3 don't interrupt but 2 does. Paige 1, 2 and 3 interrupt but 4 does not. Celeste 1 and 2 do not interrupt, but 3 does.