The rod is glued into the concrete, entirely a chemical bond. That said they are typically much stronger than a mechanical fastener as the load is spread along the entire length of the threaded rod vs. concentrated at the mechanical wedge. Also the rod is sealed by the glue so no issues of water getting in around the fastener and causing it to corrode. The two keys are properly cleaning the hole of the dust after drilling and making sure the adhesive use by date hasn't expired.

I've used them for anchors for rock climbing. A bit of a bugger to set on a cliff and wait for the adhesive to cure which is why I rarely use them, but with a ss rod they'll pretty much last until the rock has eroded around them.