I guess "Some files were not collected because they have not been backed up" is generic informational message along with the print of Event ID 7133 and not a problem.
If files are not been collected then you will see something like below
There are various other factors which you should consider:
-Number of Users
-Data in/out from exchange on daily/weekly/monthly basis.
-Do you need VC/VV.
-PST migration if any
If you are only concern of archiving then in my opinion it shouldn't ...