This backup serves two major purposes:
Backing up your encryption data: With a backup, you are safe from losing your encryption data. If your computer or your hard drive crashes or you simply forget your passphrase, your backup will be the only way to repair your Encrypted Communication setup.
Setting up Encrypted Communication on other devices: All data needed for encryption (keys, big files with randomized content) are store exclusively on your computer, after all it's real end-to-end-encryption. In turn, this also means that encryption can only be used exclusively on your computer. To be able to use Encrypted Communication on other devices, you may save your encryption data on the GMX servers and download them if needed.
This backup is optional. You can use Encrypted Communication without this feature. Note however that there is no other way to restore your encryption data. If you lose your private or public key or your passphrase, you won't be able to access old encrapted email.
See Encrypted Communication: Setup for further information on how to set up other devices.
Your backup data is encrypted as well and save from unauthorized access. This is how it works: