Sometimes the NSX web page backup does not work, this maybe due to a number of reasons, such as incompatible ciphers on SFTP server, cant access FTP/SFTP server, or other reasons.
Resolution
There are a number of alternate options:
If the SFTP server is not working you can use the ESXi host as SFTP is running on ESXi hosts.
Make a directory in the ESXi host for the backups, then in the NSX Manager web page set the details for the ESXi host as the backup destination.
Download a ftp/sftp server such Solarwinds or Filezilla and install on the local machine and backup to there.
Workaround:
If neither of these options are possible, log a support request with VMware and reference this Knowledge article.