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There's a pretty good reason for that, and it's not at all random. Steam/Valve tells you to do that in their help page on how to backup and restore games, including a link to download steambackup.exe:
https://support.steampowered.com/kb_article.php?ref=8794-YPHV-2033
Steam needs to update that help file. I did the same thing as the OP, failed to run, then continued searching online before eventually getting here. And was not best pleased at how little help I found directly from Valve themselves over the course of my searching...