Let's say you have a directory with some remote backups. You don't want to backup this directory so you remove it from the Backup tab. What happens with the previously done backups?

They remain there. Data Backup will only delete backups when the user specifically wants to remove them (from the Restore tab). 

So if you deleted a directory from the Backup tab you'll see its previous backups in the Restore tab in the form: backup-cb842b89-b336...

You can delete them if you don't need their contents.