Hi James Auman!
1. Its a common functionality of Symantec Management Agent, so it does such checks even if you don't have enabled HTTPs for your Web Site where SMP is installed as well as if default NS communicaiton profile doesn't have enabled HTTPS URL for NS and if SSL certificates aren't imported in this profile.
2. You can also check what certificates are arrived from SMP on your managed client computer, just enable diags option via command line on this computer
C:\>"Program Files\Altiris\Altiris Agent\AeXNSAgent.exe" /diags
Now you will be able to open "Certificates" page in SMA UI
3. Regarding "Why do i not have any backup data?" & "What can't the SMA install find the files it needs? error: 0x00000002"
Once you will have certificates applied in NS Communication profile, enable "Cloud Enabled Management" functionality and have installed/configured "CEM" gateway in environment with enabled "CEM" policy and targeted to managed client computers which are communicating via HTTPs, clients will get all required certificates, will check them, backup them, etc, but for now assume that your environment is set to work via HTTP.
As example, I have 1 cert applied in NS Communication profile, so my client shows me this message despite on other not found file
"1/24/2020 11:42:54 AM","0 certificates were restored, 1 certificates were overwritten in 'Trusted Root Certification Authorities' store","CertificateManager","AeXNSAgent.exe","10544","Informational"
4. No worries for these activities by Symantec Management Agent, because all these logs you see that they shown as Informational severity. So better to pay attention on log output which are 'Warning' or 'Error' severities.
Thanks,
IP.