Hello,
Well, It more a general question than specific to sogo.
On the apps that I maintain and store data (by example element is just a client and don’t store any data so we excludes the apps like this) I added this warning because when you backup the database, and also sometimes the data directory, If the service is running while you do this there are a risk that the data integrity is not good on the backup. By example if you add an event in the calendar of sogo and on the same time you run the backup, we can’t guarantee the data integrity. But the risk is quite low and especially for sogo.
So from my point of view, what I would recommend is for the daily backup you can keep the service running and ignore the warnings but if it’s a backup which is planned to be restored nearly by example to move to an other server, in this case I would recommend to stop the service to ensure that on the restoration you won’t lost any data integrity.
But note that it’s my point of view around this question and this apply not just on some apps that I maintain but on all apps which store user data.