Looks like we have an open feature request on the ability to relocate the Archive - folks that would like to see this added should email the
support ninjas and let them know so we can vote that request up in the database.
Backups are saved snapshots of the active database, but backing up the archive (now that you point it out) would probably make a lot of sense. Doesn't look like anyone else has emailed us about that, so new feature request filed. You should mention that in your email, too. :-)
Thanks!