Bricks are non-flammable and withstand high amounts of heat without damage. Houses made of brick or majority of brick are less likely to endure major structural damage during a home fire.
Bricks are very good at helping to maintain interior temperatures. During winter they absorb heat keeping the home warm and cool during the summer.
Since bricks are easy to clean they are easier to maintain compared to vinyl siding. They rarely acquire mold growth and loose dirt can easily be cleaned away with a hose.
Another way brick is better is for noise buffering. Bricks can help limit the sounds of outside traffic or other noise issues. Also interior brick use can help buffer sounds from room to room.