What OS version are you on?
Normally, TM either "just works", or it doesn't; and there's not much that can be configured or altered.
I have had TM fail to backup files because they were 'open' by some other process. Perhaps if they have quarantine flags (which something incoming from email might have), that might be a factor.
However, you should find that the rest of the backup has been performed, so the only bit not "completed" is this file.
On the one hand, all your mail will be synced to your IMAP server, so perhaps a local copy isn't quite so essential; and perhaps the AI graph.db is something that the OS can reconstruct, and doesn't include critical data -- but on the other hand, I wouldn't recommend getting into the habit of excluding things, just to avoid having an "incomplete" message to click through.
It might be best just to click OK and see what happens over the course of a week or so.
I've been using TM since it came out in Leopard, some 18 years ago, and it's been pretty reliable, as well as a Godsend when I've needed it.