FTP Storage is configured for backups. Why backup files of all domains are shown in Backup manager of each domain(Domains > example.com > Backup manager)?
This is expected behavior if all the settings in Domains > example.com > Backup manager > Settings of FTP storage are the same for each domain. To list backups Plesk uses the same credentials.
To avoid it use different directories on FTP server for backups of each domain.