Strange Graetz Bridge Output
Without a load on the bridge, the oscilloscope input capacitance charges to a peak voltage on one half cycle of the AC and barely discharges because the only resistive load is the o-scope input impedance and this is very high.

I can't explain why the waveform is the peculiar shape rather than being a flat line at some positive voltage but it's possibly due self capacitance of the diodes in the bridge.