Whenever you want to make a backup of your members, you always need to backup your member's photos, this being the profile photos, logos, thumbnails and more.
To complete this process follow these steps:
1. Go to Settings -> File Manager
2. Select the following folders as seen on the image below:
3. After selecting the folders in blue in the image above, click on the Compress button (Green circle). This will create a single file on your home folder of your site. You can now download this file that will include all images used by your members.
These image folders, together with your exported SQL file for your database will contain everything related to your members.