The rectifier has six diodes, which are silicon or germainium devices. To activate, they need a certain voltage, usually .7 or .6V.
Todays multimeters inject very little voltage into the circuit they are testing, usually well below the voltage threshold on a normal resistance setting on the meter.
To measure diode function, they often have an additional position, a picture of a diode. -|>- .
Use this setting to measure diode functionality. You should get a high resistance reading with one meter probe polarity, and a low resistance reading with the meter probes reversed.
Cheers,