Why diode rectifier need transformer?

A diode rectifier is a device (or four discrete devices- namely diodes), which converts alternating current (AC) into direct current (DC). It doesn't need a transformer as such. The transformer is there to convert the high voltage 'low energy' AC (like mains power) into low voltage 'high energy' AC (like 12V or 16V), which is then converted using the rectifier bridge into DC.

These are two separate devices, which nonetheless frequently appear together. This is because it is the easiest to transport power over large distances (say, from power plant to your house) using high voltage AC, so that a lot less energy is lost due to heat or weather along the way, but high voltage AC isn't the most useful form of energy for electronic devices. Electronic devices "like" the low-voltage (but 'high energy') DC, so the transformer first "steps the voltage down" (and "converts" the "volts" into usable "amperes"), and then rectifies it into DC, which is what many transistors (of which most electronics are made of) use to do some work for us (like playing a radio station).

So, the rectifier bridge doesn't need a transformer, but it is useful for many applications to have it.

Consider, on the other hand, your picture tube TV (the CRT ones, with the big, bulky rear ends?) - these picture tubes required high voltages, and so the line voltage wasn't stepped down using a transformer at all! In fact, it was actually stepped UP to the levels of several kilovolts needed to emit electrons which draw nice pictures on the front of the picture tube.