This question fits into the broader user experience instead of just graphical user experience. Microsoft Outlook Express stores your email files in a hidden data folder buried deep in the user's home folder. I can't understand why they chose to do this. It makes it nearly impossible to selectively backup your data files unless you know. I can't tell you how many people I know who've lost years worth of email because they didn't consider where outlooks stores it's mail. This booby trap feature has been there for years. Is there a good reason for it?
Besides that MS approach to UX makes me scratch my head sometimes, I think that in this case the reason might have been that user should not actually fiddle with the file. He or she should use mail, and not care about the underlying structure.
Windows systems is not intended to backup individual application files, as you are suggesting. Instead you are supposed to backup your computer where you have several options on choosing which user files you want to backup.
Backing up e-mail through selecting an individual application file is an highly advanced task, and I imagine that Microsoft doesn't want that to happen. But if you want to you can.
I'd suggest using the export function instead of fiddling with an application file. Are you sure that you can restore mails if the system fails using your backup? I've seen systems failing if you used it the wrong way. In this case, there might bu a GUID you're unaware of?
To conclude: Backup the system or export e-mails as Microsoft want you handle backup.