Yes, having auto-archiving enabled on your Outlook client can affect mailbox level backups for that mailbox. The Backup Agent can only back up messages present in the Information Store at the time of the backup; if auto-archiving is turned on and messages are removed from the Information Store before the backup runs, those messages will not be backed up.
To avoid this issue, you can choose to either turn off auto-archiving completely or set the archiving window to one greater than the time between mailbox level backups. The latter option is risky, however, because in the event mailbox level backups do not or cannot be run for an extended period of time, the auto-archiving policy will eventually kick in and remove messages that have not been backed up. To avoid this juggling act, it is recommended you turn of auto-archiving completely.