Thin brick can be pried from the wall due to a number of issues.
If the brown or setting coating is allowed to surface dry, a thin film will form over the coating which prevents adequate bonding of the mortar to the brick.
Dirt, dust, oil, wax or other debris on the back of the brick may interfere with the bonding of the mortar to the brick.
If the mortar joint is omitted and the back up is exposed to weathering in the form of freeze thaw, the freezing of water behind the thin brick can apply forces to the brick that pry them off from the wall. Fill mortar joints with a concave tooled joint to protect the backup from moisture.
Under normal conditions the thin brick may be adequately bonded to the backup, under wind or temperature may create forces in excess of the bond strength which can cause the brick to fall away from the wall.