The reason is related to certain properties of the amdinistration server data backup task.
When SQL is installed on a different server than KSC. you must change the path as ioq71 said to a UNC format in order that SQL can be able to write into the remote location.
Here is more information about it https://help.kaspersky.com/KSC/11/en-US/3667.htm
Upgrade KSC 10 to 11 - SQL backup task error
in Kaspersky Endpoint Security for Business
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