Nevermind I was not looking carefully enough.
You can create your own InterceptionBehavior, but this would only apply to the class, or you can use the library provided PolicyInjectionBehavior, which then uses ICallHandler and policies.
So the difference ends up like a simple vs. a multi cast delegate. The policy injection allows you to define the pointcut using a container wide query (multi-cast) and apply the advice against multiple types that match the query, whereas the IInterceptionBehavior allows you to apply specific advice against specific type only (single-cast).
The PolicyBehavior is an implementation of IInterceptionBehavior that provides the multi casting functionality.