Programming and reading.
I tried the AIO image as well, I would recommend against it. https://github.com/nextcloud/docker is a more manual setup, but it’s also much more flexible. AIO forces you to have a domain name and HTTPS certificate etc, which might not be necessary for you.
As for the page you are seeing, this is the administration page afaik, the actual nextcloud interface is running on a different port (https 443 with AIO).
I’m not really an expert when it comes to backups, so I’ll only answer point 1:
The general advantage of docker over VMs is that it is not a full virtualization. A docker container still shares the same kernel as the host system (at least on Linux); thus processes in a container essentially run on your host and you can see them in your task manager (they are just heavily isolated). This also means it’s way easier to connect the filesystem (see https://github.com/nextcloud/docker for details). This generally makes docker containers more performant than full VMs. VMs also need a static allocation of memory, where docker simply shares the host memory and uses as much or little as it needs.
Of course this also means that a process can more easily gather information on your host, since it’s not full virtualization.
Like with VMs, you can easily just start the container(s) again, and you only need to save the data, since the container can be rebuilt.
I’ll add that the guide linked above uses docker volumes, which are docker-managed spaces for your data. You can export and import a volume, but generally don’t have access to the data (afaik). You can also mount a folder on your filesystem instead if you prefer to have acces all the time.
It’s the same thing in emails, if you use the web application. All links are redirect links over their servers.