There's an aluminum oxide layer as a coating on both the anode and cathode inside the (electrolytic) capacitor. Under forward voltage it will gradually thicken

There's an aluminum oxide layer as a coating on both the anode and cathode inside the (electrolytic) capacitor. Under forward voltage it will gradually thicken but under reverse voltage it dissolves and causes a short. This increases the temperature which causes hydrogen ions to separate and bubble through the material, increasing pressure within the capacitor package until it bursts.