You should remember that the negative point of the resistor (bottom node) is not the same as the -ve node of the 220V sine source. The former is the supply neutral while the other is circuit ground.
If you short both the terminals (like when you use an oscilloscope probe across the resistor to check the voltage) you can see that the top left diode in your schematic will be forward biased in the negative half cycle and will act as a dead short between the +ve and neutral of the supply. This will burn up that diode since the current will be much much more than its limits.
The diode breakdown in your case is not the reverse breakdown but due to very high current in forward bias.
In normal operation, you do not connect the two terminals. In this case, the voltage across the resistor is always unidirectional since it gets the rectified voltage. When you put a capacitor across it, the voltage across the capacitor is also always unidirectional. There is no reverse voltage across the capacitor either. As long as the the voltage across the capacitor does not go beyond its limits you are OK.
You can try this out in simulation first and use two terminal probes which are available in most software check the waveforms. Also try to observe what happens when you short the rectified output ground with the supply neutral pin.