Bridge and LR, I'm pretty sure, and completely independent, using different databases and files to keep track of changes. I don't use Bridge, so maybe I'm not understanding something, but I don't think changes made in one program will automatically be reflected in the other.
When you say you can "plainly see" that the folders don't already exists, how are you seeing that? I'd check at the OS level (e.g. Finder or Windows Explorer) to be sure.
Yes you can automatically update files from LR - Bridge - LR read the following link