Why, when I Quit, and select to do a backup, am I getting a message about Security Violation?

Why, when I Quit, and select to do a backup, am I getting a message about Security Violation? Very distressing. I’m not getting any backups.
This is on a MacBook Pro I just got about 2 weeks ago. It’s been happening ever since.

If you go to Security & Privacy within System Preferences, and select the Privacy tab, and go down to Files & Folders, does RM have access to the folders you’ve chosen for backups, media and databases?

And more importantly, which folder have you chosen for backups?