Why af-packet paragraph need two interface?

yes, but to be more specific, each entry is for receiving traffic, each node is there in case you want to configure your interfaces differently.

Then copy-iface of the given interface says on what interface the traffic should be transmitted from when it is received.

So the traffic flows in both directions:
→ ens33 → ens37 →
and
← ens33 ← ens37 ←