The pictures below can help understanding the problem. Voltages and voltage drops are visualized by vertical bars (in red) with corresponding lengths, and currents - by loops (in green) with corresponding thicknesses.
After the power supply is turned on, the output decoupling capacitor C2 is charged by the current IL flowing along the loop E+ -> Rc -> C2 -> RL -> E-. Similarly, the input decoupling capacitor C1 is charged by the current IG flowing along the loop E+ -> RB -> C1 -> EIN -> E-.
C1 and C2 retain their charges (voltages) during the positive half-wave...
... and during the negative half-wave:
These pictures are combined in the more sophisticated picture below: