There's nothing inherently wrong with having a backup software, but Microsoft has a terrible track record with every other "system component" that can push data to MS Cloud about making the software nag-ware to make you cave and buy more Microsoft products just to make the warnings go away, sometimes for an inferior product. See note at OneDrive, Cortana, Edge, and Bing just off the top of my head without doing any research.

So for me, I have several computers all protected by Synology backup. It goes to an appliance I own and control, not the cloud. This setup can be used to completely restore the entirety of a computer with the exception of firmware even if the main operating system is so fried automatic startup repair doesn't work.

But, in the past, despite having a 24 hour recovery point with this system (every night it backs up any data that changed since the previous backup, including core OS files), Windows backup would be default still nag me about setting it up. It wouldn't bother to even try to detect a third party backup tool in the same way that Defender does for third party security software. I had to run some specific setup options to make Windows backup go away (and I can't remember since it was some years ago, but it may have involved removing the component). By comparison on my older Mac, when I turned off Time Machine to use Synology backup, I think I got one warning about shutting it down then it didn't say anything else.

I don't keep important data on my PC and a back costs space for no needed reason and why add bloat if you don't need it have it as an option great but forced why (edit also who knows what they are doing with the backup it'll probably be rolled into OneDrive then guess what Microsoft has even easier access to your data)