So as to avoid inefficient use of available iCloud storage through duplication, all data synchronised with iCloud is also not included within an iCloud or iTunes device backup - as the associated data is already saved within iCloud.
Where specific Apps and associated data are not synchronised with iCloud (i.e. you have disabled the associated iCloud service within device settings), then this data is included within an iCloud or iTunes backup.
Settings > [Your Name / Apple Account] > iCloud > [Saved to iCloud] See All - enable/disable Apps and Services as required
By example:

Here Messages in iCloud is enabled (set to ON). As such, all Messages are synchronised with iCloud storage - and are therefore available to (and synchronised with) all other devices that are signed-in to iCloud with the same Apple Account credentials.
As Messages are already synchronised with iCloud, they will not (and don't need to) be included within an iCloud backup - as they will remain available after a device is reset or restored.