The answer is we should reinforce the soldier arch with a steel angle before we fit the new frame but it's rarely done.
Here the bricks are stood on their ends across the opening, hence their name of soldier arches.
Most of these soldier arches worked very well, some did sag a little but not much, the reason being the window frames beneath the arch were substantial timber frames mostly split into narrow openings with vertical intermediate struts called mullions.
To save costs but still give the aesthetic benefits of a brick arch, the soldier arch was devised.
The soldier arch relies upon the rigidity of the wall at each side of the opening to hold the arch bricks into position.
So it is with the soldier arch, providing the bricks are wedged tight into position and held by the wall at each side, they will not only hold themselves up, but will support the weight of the wall above.
An eroding soldier arch sagging on to the original timber window frames, would be barely noticed.
Firstly, the sagging soldier arch needs to be removed together with the disturbed brickwork above, having first taken precautions to ensure that the upper wall is supported with props.
Many soldier arches were constructed more than 50 years ago.