You basically have a 'bridge' rectifier setup except the SCR's can be pulse-width modulated, such as in motor speed control. The reason current is flowing before SCR1 is switched ON is that the diodes D1 and D2 conduct current as soon as AC input has at least -1 volts on one phase.
D2 does not have to wait for a trigger to turn it ON if SCR1 is already forward biased (but not triggered), as D2 and D1 are conventional diodes. D1 and D2 supply the negative part of the current to the load, but the load has very little to no current flow through it until SCR1 or SCR2 is triggered.
EDIT: SCR's often have snubber MOV's or resistor/capacitor across the SCR to protect it from inductive loads, which can have a strong back-EMF when the SCR is switched ON or OFF in mid cycle. These snubbers allow a small leakage current to bypass the SCR at all times, plus any 'OFF' state leakage current the SCR has.
In practice the load always has a trickle of current flowing as long as AC power is applied, even if the SCR's are not triggered. These types of power regulators often have a warning label that warns of a possible shock hazard at the supply outputs as long as AC power is applied, even if the SCR's are in an 'OFF' state.