Hi Justin,
That is odd, and I have reached out for clarification on what is meant. You definitely need the ProxySG up and running to create an
archive file, or to pull a
backup using Management Center, and neither of those will shut down the box. If those are ways you are used to taking back ups, then no shut down is required.
UPDATE:
I got some clarity on this, and the reference is for if you are taking a vSphere backup. The team has added clarity to that statement. Please see the updated documentation below
https://techdocs.broadcom.com/us/en/symantec-security-software/web-and-network-security/proxysg/7-3/Gen2_Overview/Gen2-configure-the-swg-va/Gen2-when-to-power-off-the-swg-va.html
Thanks,