When a deck is attached to brick veneer, something probably went wrong.

Not necessarily, not 100% of the time, but probably. As home inspectors, this is definitely something that we at Structure Tech call attention to while inspecting decks. Most of the time, we recommend repair when we find this. Today I'll explain why this is an issue and what can be done about it.
Oh, and while I'm discussing brick in this blog post, the same applies to masonry and stone veneer.
The problem: Brick Veneer vs. Brick Walls
To understand why this is an issue, you have to understand how brick veneer is installed. For most homes in the Twin Cities, when you see what appears to be a brick wall, what you're really seeing is brick veneer. A brick wall means that the wall is literally constructed out of bricks. Don't get me wrong, we have plenty of those buildings in Minneapolis and Saint Paul, but we have way more wood-framed walls with brick veneer.
Brick veneer isn't just thin little slices of bricks; it consists of real, full-sized bricks stacked on top of each other. This wall is supported by the foundation and it gets held in place with brick ties; thin pieces of corrugated metal that are attached to the wood-framed wall to help stabilize the brick. The bricks don't actually touch the wood-framed wall, and in a proper installation, neither does the mortar.
To help prevent water intrusion problems, the brick veneer wall is separated from the wood-framed wall by a 1" air space. The diagram below from Tom Feiza illustrates this nicely:

So now that we understand that the brick veneer floats from the actual structure of the home, how exactly is a deck supposed to be attached to a house with a brick veneer wall? You obviously can't just put bolts into the brick; that could rip the brick wall right off the house. So, what about using lag screws that go through the bricks into the house's rim joist? Unfortunately, that doesn't work either. If the screws were properly tightened, the brick wall would be severely damaged, sucking the brick tight up against the wood-framed wall.
Not only that, but you'd now be creating a lever against the home, exerting a tremendous amount of pressure downward on the brick veneer, which is not structural. It's just the wall covering.