Hi,
a bulk capacitor is a large capacitor, mainly for storing a lot of energy. Like after a bridge capacitor and mains frequency.
With rectified mains (frequency 50Hz/60Hz), there are only short pieces of time (milliseconds) where the capacitor is charged and the rest of the time the capacitor supplies the application with it´s previously stored energy.
In opposite an EMI suppressor capacitor is much faster it works in the region above megahertz. 10MHz, 100MHz.
It acts as a short circuit for high frequency. This avoids that signals in this range of frequenciy is radiated by the supply wires.
Radiated EMI signals may harm other devices around (radio, other audio devices, telephone, TV, cellular phones medical equippment...)
Klaus