He explained the reason but... I haven't really understood it.
A Fool Bridge Rectifier always connects the lowest AC voltage to its -ve output, which is usually used as a circuit's DC GND, For a bare mains connection the lowest AC voltage is -155 or -330v and it's not very a good idea to have your GND at -155V to -330V which is why it went bang when the scopes 0V GND was connected.
Removing the scopes earth connection so you can have the GND at -155 to -330V is a very bad idea. I'm surprised he didn't get electrocuted, but I still live in hope.