I don‘t think I will add it. Stage Cue is purely file based. Also video files can get very large. Cloud sync is not very good with handling large files. Syncing would eat up your iCloud storage and be very slow.
Regarding backups: All you need to do is backup the content of the Stage Cue directory: https://stagecue.app/user-guide/backups/. Wrapping everything in a backup file would require the same storage space as the original data which might be quite a lot. So I think it works better to just backup the contents of the Stage Cue directory.