I think this is good. A short to the case would be bad.
As for the resistance of the chuck, I don't know what it should be. However this link,
https://www.magnalock.com/post/electromagnetic-chuck-tips-troubleshooting-your-chuck leads me to believe it should have some resistance. Do you have any information on what the chuck specifications are? This link
https://www.practicalmachinist.com/vb/general/how-test-magnetic-chuck-176302/ seems to indicate a typical resistance of about 400-500 ohms. So an open circuit is probably a bad thing - as in, you will have to repair the chuck somehow.
The bridge rectifier. The mounting hole, I see has a metal ring? Is this ring isolated from the rest of the 4 terminals? I would think it should be. Is it? Make sure you
Discharge the cap! Disconnect the wires from the bridge and measure it. Check each diode (one polarity across the diode should have low resistance, the other polarity of your test leads should have a much much higher resistance) and if the diodes are isolated from the chassis.
What was the DC voltage across the capacitor? What is your input AC voltage?