If you select a volume that contains Exchange data for backup, the Exchange Agent uses Active File Exclusion to automatically exclude Exchange data that should not be included in a volume-level backup. For example, .EDB and .STM files, as well as transaction log files, should not be part of a volume-level backup because they are opened for exclusive use by Exchange.

Without this exclusion, during a non-snapshot backup, these files appear as in use - skipped. During a snapshot backup, these files may be backed up in an inconsistent state, which could create restore issues.

While it is not recommended, if you want to include Exchange data in a volume-level backup, you must first dismount the storage groups or databases that you want backed up, and then run the backup job.