At the moment I use WebDav as sync target, but I backup local and on the server.
The advantage of the local backup via JEX is that I can also import the data into another Joplin instance to extract only one note.
I only have the server backup in case there is a total loss of the server and I need to restore everything.
But I think with the Joplin server the backup of the server will become important with the time, because here also the shared notebooks are stored and the infos of the individually shared notebooks.
Notes are included in the backup for both, but in the client also the client settings. In the server backup but only the info with whom which notebook / note was shared.
Client
In the client backup you have also the settings, templates css files.
You do not need to know anything about databases (backup / restore)
Simple restore and server independent (When you want to cange to a other sync target)
Server
Advantageous if something goes wrong when backing up the server app.
However, some database knowledge is needed for the backup and the restore. Especially if you only want to restore parts of the database.
The backup can only be used in the Joplin server, not on a client for restoring or transferring the data to another sync target.