Well, the answer is NO, but that is kind of confusing given the negative framing.
Under the File menu is a command “Export Backup of Notes, Database & All Documents”
In addition, next to each study in the study list there is a “…” menu. Within that menu you will find an options to “Backup” and “Backup (without documents)”
Is that what you’re looking for?
Finally, within a study there is, under the export (square with an up arrow) menu the option to “Export MarginNote Backup File”, presumably this is just a backup of the study that is currently open.