Turn on Debugging and then step through the process of making a backup.
Take a screen shot of the very first screen in the process. Your screen shot shows the second step - what one sees there dependent upon the first screen options chosen.
If there is an issue with read/write permissions or something blocking, that might show in debugging but it also might show in apache error logs. If the system is remotely hosted on a shared system, sometimes providers of such systems have restrictions on accounts and when customers reach those limits, etc. they have things set to deny and will NOT report such denials back to customers screens.
Don't think there's a tracker item. Soooo ... if we don't find anything in debug or raw logs of server we'll have to bump this to someone!
'spirit of sharing', Ken