Mechanical versus adhesive anchors
Expansion anchors forgive a rough hole. Adhesives do not.

Mechanical anchors
Expansion, undercut and screw anchors develop load through friction or mechanical interlock against the hole wall. They set immediately and can be loaded straight away.
They are relatively tolerant of dust but sensitive to hole diameter and edge distance.
Adhesive anchors
Bonded anchors transfer load through an adhesive that fills the annular gap. They achieve higher capacity in many substrates and suit closer edge distances and reduced spacing.
They are extremely sensitive to hole cleanliness and require cure time.
Where hole quality bites
For adhesives, dust is a bond breaker and the manufacturer's cleaning cycle is part of the approval — see hole cleaning.
For both families, perpendicularity affects how load is transferred.
Choosing
This is a design decision governed by the structural specification. The drilling operative's job is to produce the hole the specification assumes.
Questions about this
Which is stronger?
It depends on substrate, embedment and loading. Adhesives often achieve higher capacity and allow closer edge distances; mechanical anchors set instantly and tolerate a dirtier hole.
Which is more sensitive to hole quality?
Adhesive anchors, decisively. They fail at the bond line, and cleanliness is part of their approval.