This is the way Office\Microsoft 365 and Teams work. Commvault now has “direct” Teams support, using the native Teams APIs, whereas before we had only indirect support, where we got Teams messages from Exchange only and could not restore them back into Teams at all. We also supported getting files directly from SharePoint, whereas now we can get files from a Teams perspective, but they are still stored in SharePoint. We can also backup and restore entire Teams, channels, and chat messages from\to Teams. Team is only a front end\client application, channels & chat messages are actually stored in Azure Cosmo DB, files in SharePoint (which is the backend to OneDrive also, and team membership is based on the M365 group and stored in Azure AD. So there is no Teams application server, but there are APIs that let us and other vendors keep things linked together and restore them back into Teams.
I suggest you keep backing up Group mailboxes since they contain any emails sent to the group and the group Calendar, things that are only accessible from Exchange. When you click on Calendar in Teams in queries all the group mailboxes you are a member of and your own mailbox to show you a consolidated calendar. Teams does not show emails sent to Group mailboxes. So backing up Teams will not get these email messages or calendar items.
Info on M365 Groups: