As seen in the Original Trilogy, the standard TIE fighter was inferior to Rebel X-wings and A-wings, hence the TIE Interceptor was developed to combat these higher performance starfighters. Why do the First Order still use standard TIEs instead of TIE Interceptors, that are higher performance? Have they not learned this from the Empire?
The Empire operated the TIE/ln ("TIE fighter") and the TIE/IN ("TIE interceptor"), among other vehicles in the TIE line. However, the First Order did not operate either the TIE/ln nor the TIE/IN. Instead, the First Order operated the TIE/fo (which looks like the Imperial TIE fighter and was the First Order's primary starfighter), the TIE/sf (two-seat variant of the TIE/fo), and an upgraded TIE interceptor, among other vehicles in the TIE line.
As noted in the linked Wookieepedia articles the Imperial TIE/ln and TIE/IN lacked both shields and hyperdrives. All of the First Order TIEs did have shields, however, and all but the TIE/fo had hyperdrives. The Imperial TIE interceptor probably had a slight maneuverability advantage and did have an extra two blasters over the TIE/fo, but the TIE/fo's shields were a major improvement in survivability over the Imperial TIE interceptor. The main disadvantage of the Imperial TIEs compared to the Rebel fighters was their lack of shields -- not their maneuverability -- so the TIE/fo was better suited to fighting the shielded X-Wings than the Imperial TIE interceptor.
As for why the First Order used the TIE/fo instead of their upgraded TIE interceptor, it's the same reason why the Empire used cheap TIE fighters: cost. The First Order is trying to dominate an entire galaxy militarily and to do that they need lots of military hardware, including starfighters. It's more effective for them to build a lot of cheaper fighters than a smaller number of more expensive fighters. The TIE/fo is a compromise solution: it's more expensive than an old Imperial TIE/ln but much more likely to survive, yet it's still cheaper than an X-Wing or even an upgraded TIE interceptor.