i don't know what it is in the manufacturing process that makes one particular brick cost more than another to produce.
red engineering bricks are produced in their millions so are obviously less expensive. staffy blues are also an engineering brick but cost a lot more.
L.B.C. bricks are tat and very porous but cost a bomb. these are practically useless in a garden wall.
some bricks readily absorb water where others don't
an engineering brick for example is rather hard and non porous so is ideal for below dpc, close to the ground and for finishing off (coping brick) a garden wall. or anywhere that is exposed to a lot of moisture or water.
so, you want a hard brick close to the ground and a hard brick to finish off. i guess you can use what you like in between.
i would not recommend anything that is particularly porous for a garden wall, particularly if it were retaining.
harder bricks are more difficult to lay in cold wet weather and very porous bricks are difficult to lay in warm dry weather. those with moderate suction i.e. a London brick (l.b.c.) are a piece of cake to lay in whatever conditions.