The question is: Can you wait to ANNOUNCE that you are using the immediate action until the triggered action has been completely resolved, or do you in fact need to announce the usage the moment the trigger appears?
I can see it going either way.
However, I'd have to say that the purpose of "immediate interrupt when hit" vs. "immediate interrupt when attacked" is that the former is supposed to be more useful than the latter. Allowing it to occur when resolved makes them the same.
Also, the advantage of the immediate interrupt over the immediate reaction is that it can prevent the action from ever happening. Should that be automatic (or, a least a high chance of success depending on the interrupt being used)?