21. Who Invited the Royal Guard?
This is a more common scenario than you would expect, though the reasons for it can vary; usually, fighter jets will intercept and escort a plane if there is a security risk of some kind. In one reported situation, it was actually just a mistake, as there was a miscommunication that led to a commercial plane being accompanied by fighter jets.
It might have been circumstances such as that one, as usually, if there was any actual danger, the flight would be diverted to the nearest safe place to land rather than be escorted all the way to its destination.