I'm currently using an EMI/EMC filter in my project for the DC output of my HV power supply (FN2200-75-34 from Schaffner).
I can understand the purpose of the resistors for the Cx capacitors (for discharging any hazardous voltage when the power supply is turned off, these Cx caps are few uF), but I don't understand the purpose the resistors across the Cy capacitors, usually they are just a few nF.
The resistors on the Cx and Cy capacitors are used for "DC voltage balance" thus ensuring that series capacitors are roughly sharing the same DC voltage i.e. they each have approximately half the applied DC voltage.
Clearly, if a higher voltage rating capacitor could have been used then, series capacitors would not have been needed but, when putting two in series to reach the overall voltage rating, "DC voltage balancing" has to be done (by resistors) to ensure that one of the capacitors doesn't get most of the applied voltage from the DC power source.
With capacitors in series across a DC supply, ideally there is no current flow and the midpoint of the series capacitors is easily shifted with leakage current. That leakage current is due to capacitor dielectric non-idealities and can vary considerably from capacitor to capacitor (even from the same batch). This is one source of the imbalance that can happen.
Another source of the imbalance is the tolerance on each component's capacitance. When in series, both are charged up with the same number of electrons passing through them but, the capacitor with the higher value capacitance will accumulate the lowest voltage (Q=CV etc.) and this will imbalance the voltages.
As far as I can see these power supplies can deliver 1200V and even "a few nF" could deliver quite a nasty shock at that voltage. Schaffner is being cautious, not wishing to surprise their customers, even if there isn't enough energy to cause serious damage (but who knows, a 1200V shock from even a small capacitor could possibly affect your heart, if you are unlucky)
