There are some objects that data backup doesn't support. Until recently (before 7th November 2019), this included these objects:

AccountCleanInfo
AccountFeed
AccountHistory
AccountPartner
AccountShare
ApexLog
AppMenuItem
AssetFeed
AssetHistory
AssetRelationshipFeed
AssetRelationshipHistory
AssetShare
AssignmentRule
AsyncApexJob
AuthConfig
AuthConfigProviders
AuthSession
BackgroundOperation
Calendar
CampaignFeed
CampaignHistory
CampaignShare
CaseFeed
CaseHistory
CaseShare
ChatterActivity
ClientBrowser
CollaborationGroupFeed
Community
ConnectedApplication
ContactCleanInfo
ContactFeed
ContactHistory
ContactShare
ContentDistributionView
ContentDocument
ContentDocumentFeed
ContentDocumentHistory
ContentDocumentSubscription
ContentFolderLink
ContentNotification
ContentTagSubscription
ContentUserSubscription
ContentVersionComment
ContentVersionHistory
ContentVersionRating
ContentWorkspaceSubscription
ContractFeed
ContractHistory
CronJobDetail
CronTrigger
CustomHttpHeader
CustomObjectUserLicenseMetrics
CustomPermission
CustomPermissionDependency
Dashboard
DashboardComponent
DashboardComponentFeed
DashboardFeed
DataAssessmentFieldMetric
DataAssessmentMetric
DataAssessmentValueMetric
DatacloudOwnedEntity
DatacloudPurchaseUsage
Domain
DomainSite
DuplicateRule
EventFeed
ExternalDataSource
FeedPollChoice
FeedPollVote
FeedRevision
FileSearchActivity
FiscalYearSettings
FlowInterview
FlowStageRelation
ForecastShare
GrantedByLicense
IdpEventLog
InsightsExternalData
InsightsExternalDataPart
InstalledMobileApp
KnowledgeableUser
LeadCleanInfo
LeadFeed
LeadHistory
LeadShare
LeadStatus
LightningExitByPageMetrics
LightningToggleMetrics
LightningUsageByAppTypeMetrics
LightningUsageByBrowserMetrics
LightningUsageByFlexiPageMetrics
LightningUsageByPageMetrics
ListView
LoginGeo
LoginHistory
LoginIp
MacroHistory
MatchingRule
MatchingRuleItem
NamedCredential
OpportunityFeed
OpportunityFieldHistory
OpportunityHistory
OpportunityPartner
OpportunityShare
OpportunityStage
OrderFeed
OrderHistory
OrderItemFeed
OrderItemHistory
OrderShare
OrderStatus
Organization
PackageLicense
Period
PermissionSetLicense
Pricebook2History
ProcessDefinition
ProcessInstance
ProcessInstanceNode
ProcessInstanceStep
ProcessInstanceWorkitem
ProcessNode
Product2Feed
Product2History
Profile
QuickTextHistory
Report
ReportFeed
SamlSsoConfig
SearchActivity
SecureAgent
SecureAgentPlugin
SecureAgentPluginProperty
SecureAgentsCluster
SessionPermSetActivation
SetupAuditTrail
Site
SiteFeed
SiteHistory
SolutionFeed
SolutionHistory
Stamp
StampAssignment
TaskFeed
TenantUsageEntitlement
TopicFeed
TopicUserEvent
UserFeed
UserLicense
UserLogin
VerificationHistory
VisualforceAccessMetrics
WaveCompatibilityCheckItem

Now that we've added support for these objects, they'll get automatically included in your subsequent runs and appear as new records.

If you'd rather these objects were not included in your backup runs, you can edit the job's filters to exclude them. After editing the job's filter, the next backup run will automatically be a full run, the records associated with these objects will then appear as deleted in the next run.

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