I'm new to this, but bricks with my Tri team have always been with the 2 sports immediately back-to-back. Like for our weekly bike/run, I hop off the spin bike, meet outside for a group run, and off we go! I know that our coaches advise against doing workouts too close together otherwise; I believe they suggested there should be 8 hours between workouts if you're doing 2/day (unless, of course, it's a brick).
A brick is designed to be back-to-back. The reason is to train your legs to make the transition from cycling to running. When doing two different workouts, it is generally better to separate them (morning and afternoon). This allows you to be fresh for each one.