Epoxy anchor is essentially a metal alloy rod set onto epoxy. A hole is drilled and cleaned, then epoxy is put into the hole and the rod is inserted into the hole and left until epoxy sets.
Using epoxy anchors looks not that convenient - they require thorough cleaning of the hole, thorough preparation of epoxy, plus if I need to only set a couple of them I'll have to either clean the epoxy applicator or throw away its nose.
Why would I use epoxy anchors instead of usual expansion (metal or plastic) anchors? In which scenarios around a house are they preferable?