It eliminates the possibility of a leftover charge causing electric shock if people handle or service the equipment in the off state, believing it is safe.
These must typically store enough energy at this high voltage to power the load during the zero crossings of the AC input.
It can be a potentially lethal shock hazard for the user or maintenance and servicing personnel, who may believe that because the device is turned off or unplugged it is safe.
After it is switched off, the charge on the capacitor will drain off through this "bleeder resistor", causing the voltage to decay quickly to safe levels.
Instead of a resistor inside the transformer, the focus and screen control array may be used for the same purpose, depending on the application and tolerances of the type of tube it is producing output for.
The failure of a bleeder resistor prevents the discharge of the capacitors, resulting in dangerous voltages being retained for many days.
An un-suspecting user may get an electrical shock from opened equipment due to failure of a bleeder resistor, or the common practice of not fitting them, long after the device has been turned off or unplugged.