The shadow copies used by the backup and the Windows Shadow copies ARE NOT THE SAME THING
The shadow copy used by the backup allows it to backup open files, the shadow copies used by Windows allows the use of the "previous versions" tab to recover accidentally changed or deleted files.
If you switch off Volime Shadow Copies of shared folders you will lose the "previous versions" facility - if you really want to do it then right click on the Drive and select, Properties, Shadow Copies and DISABLE it.