Why does Windows recommend backups to only OneDrive & not my external hard drive?

[Windows Server]

Why do we not get to choose an option to backup to an external hard drive? Why is it only too OneDrive? Is it because they make more money from it, or because they want to see what files we are backing up? How do they know what files are even worthy of needing to be backed up?Please allow me to select my external hard drive!

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