loading.interceptor.ts

@Injectable({
  providedIn: 'root'
})
export class LoadingInterceptorService {

  activeRequests: number = 0;

    constructor(
        private loadingScreenService: LoadingService
    ) { }

    intercept(request: HttpRequest<any>, next: HttpHandler): Observable<HttpEvent<any>> {

        if (this.activeRequests === 0) {
            this.loadingScreenService.startLoading();
        }

        this.activeRequests++;

        return next.handle(request).pipe(
            finalize(() => {
                this.activeRequests--;
                if (this.activeRequests === 0) {
                    this.loadingScreenService.stopLoading();
                }
            })
        )
    };
}

Apparently, you forgot to implement HttpInterceptor in this class LoadingInterceptorService