You see something like the following in Message Logs of a backup:
Filesystem change prohibited. Will not descend into or "[filepath] is a different filesystem. Will not descend from.."


This error means that the file is on a different filesystem than the current one.

Or, this often means that the path that follows ends in a symlink or junction point that, if followed, would lead the backup process away from the current path and may result in us skipping all over the file structure which would lead to skipping lots of data. We do not follow such links away from the path we are currently backing up, we systematically traverse the file structure so as to not miss anything.
There is a setting to change this under Clients > Edit, but it is prudent to not cross filesystems while doing a backups and to instead list them each explicitly.