In electrolytic capacitor, why polarity is important?

In electrolytic capacitor, why polarity is important?
Because the increase in capacity (they normally have big values) is obtained by using materials that are sensitive to voltage polarisation.
If you connect the wrong way, the capacitor will leak, heat up, and even can explode.
;)

I thing one plate is Aluminum & other is Aluminum oxide,
So what happen in capacitor when we change polarity?

If an electrolytic capacitor is reverse-biased, then the aluminium oxide layer that acts as the dielectric will reduce and be destroyed. Once this layer is destroyed, the 2 plates will be in contact and the device will short circuit, heating the device up causing leakage or explosion.

How that destroyed?
Please tell more details

how that destroyed?
please tell more details

By reduction, the oxygen is stripped from the aluminium, like electrolysis.