I never did a incidents backup. But i think which this will help you.
Export monitor events
The McAfee DLP Monitor export feature produces an Excel file that you can use for further analysis or
auditing, or as part of an external report.
1 From the McAfee DLP Monitor File menu, select Export.
2 Select Export Events to Excel to export the complete event list, or Export Selected Event to Excel to export a
specific event from the list.
3 Type a file name and click Save.
This can help you?