Basically, most masonry anchors are one-way entry devices; they do not intend to come out. In bulk concrete, most of these anchor rods work well because the concrete is so strong that the anchor rod can apply a lot of force to it without damaging the concrete. This becomes a problem with certain masonry materials.
Bricks are a perfect example of softer small masonry materials. Due to its size and shape, bricks can be considered delicate. Ordinary expansion anchors placed in the brick will almost certainly break or damage the brick.
When the installed material is weak or the quality is problematic, double expansion anchors will be used. They expand evenly and distribute their holding power over the entire hole. This minimal expansion over a wider surface area still provides a strong holding force without damaging the bricks.