Not at all, Unraid is ideal for keeping a backup of your important files. Backup means a SECOND copy of something, if it's the only copy, it's by definition not a backup.
If you keep the ONLY copy of a file on Unraid, then yes, you need to figure out a second place to keep a backup copy. Some people upload to a cloud storage provider, others have 2 arrays, some have USB attached drives that they update periodically and keep in a safe place while not being actively updated.
You get to decide how important a file is, and what level of protection you want for it. Some of your files that are easily recreated from the originals, like Blu-Ray rips, there is no need to keep a second copy. Family photos however, they probably need need MULTIPLE backups, probably follow the 321 strategy, 3 distinct files on 2 different devices and 1 offsite, so a catastrophic event like a flood or fire is still recoverable.