Yes, the MA can backup itself, but it depends on what you expect to restore from the backups, and what you include in the backup..

It’s strongly recommended to have dedicated MAs, instead of MAs that perform other roles, like file server or print server.. Of course it is possible to have that situation, but securing them becomes more complex in that case.. 

If you have the example of an MA with file server, then you can perform granular recovery of user-deleted files..

If you think about some DR case where you have a dedicated MA with its local storage (internal disks) that have burnt, and you need to recover the whole MA role + all the backups it contained, then you have to make sure that the backups were stored or copied outside of this MA.

It depends on what issues/DR use cases you need to recover from, and you architecture..

If each MA has its own big local storage, and each room has data you want to protect, then you could have the MA of the room processing the backups of that room, and you could create auxcopies of the whole backups of each MA to the other MA.

This way if you loose MA in room 1, you have MA in room 2 that has its own room’s backup + a copy of backups from room1 from the last auxcopy performed.

MA in room2 would be able to perform the restores of objects in room1, while you would replace the MA in room1, reinstall MA role on it, and then you can copy back its data from room2. (not that easy, lost of potential technical issues, but well, it’s something you see in advanced CV trainings + real-life experience )