backup task has not been completed

Welcome to Seven Forumsnancy159. As you say, this is a known issue

5. Main known issues

The maximum size limit for Quarantine and Backup and Restore does not work.
Some application windows do not correspond to Microsoft computer management from keyboard standards.
Groups of windows cannot be closed through Windows 7 taskbar.
Application window cannot be closed through Windows 7 taskbar preview.
"A backup task has not been completed" status is displayed in the general protection status and in the Backup and Restore section when backup tasks are performed.
Protection parameters cannot be reverted to default values.
AVZ reports cannot be created under 64-bit operating systems.
In some cases, characters cannot be entered using the Virtual Keyboard in entry fields of web browsers or applications.
When in Safe Run mode, Microsoft Outlook Express (Windows Mail) email client may fail to display some email messages received from the standard Microsoft Windows environment.

Kaspersky PURE 2.0: commercial release (build 12.0.1.288)

Have you tried creating a backup task?

How to create a backup task in Kaspersky PURE 2.0?

A Guy