Three phase to the home?! Whaattt?! If you want to rectify yourself some DC power, 3-phase is awesome.
Are there three phase sockets available? I'd think you could build things like high power audio amplifiers or power supplies at radically better price points, if this were actually usable from the wall in places.
There is IEC 60309, but those are too bulky to be practical for home use. Three-phase power is basically only used for permanently installed equipment, like an electric stove, heat pump, car charger, or solar panels.
3 phase is 120 degrees out of phase. Wall power only has a single phase, 360 degrees. Via +/- rectification the situation gets more complex. The key thing, as the other commenter points out, is that there is always always power available. Where-as with wall-power you literally drop to zero voltage as you go + to - & back.
You always have power available at any instant. The capacitor is only for smoothing the ripple, not holding energy while none is being delivered. 3-phase motors just work too.