You can see from the 'License' column in the Shield Backup Office 365 Management Portal if user has Office 365 license. If a user is unlicensed in Office 365, backups cannot be performed for that user for OneDrive, Contacts and Calendars. Only Exchange Online can be backed up for unlicensed O365 users.
Does user need to have license in Office 365 to be able to use backup service?
Heli Siniharju