Acronis Backup Cloud: Warning "The 'Full Disk Access' permission was not granted to the app"

Symptoms

1. You are backing up a Mac with macOS Mojave (10.14)
2. You receive a warning similar to the following one:

The 'Full Disk Access' permission was not granted to the app. To grant it, go to the 'Utilities' folder in Finder, click 'Backup Agent Assistant', and then follow the instructions from the app.

Cause

Backup Agent requires full disk access permissions in order to back up your data.

Solution

Grant full disk access permissions to Backup Agent: