Bitlocker encrypts the operating system's fixed disks only. The encryption does not transfer to removable media or backups. They are unencrypted.
You can use Bitlocker-to-Go to encrypt your detachable backup drives. Auto-unlock works on removable drives as well. So it can auto-unlock on reboot. It's not enabled by default. You can enable it in the Bitlocker Control Panel.
*Applies to Windows Hypervisors/Hosts only*