What is and is not protected depends on how you configured the Exchange user mailbox plan for the User Mailbox, or the Exchange journal mailbox plan for the Journal Mailbox and the ContentStore Mailbox.
User Mailbox
What is Archived by Default
Primary mailboxes
Disabled mailboxes
Email messages
What Can Be Archived
Archive mailboxes
Stubs
Journal Mailbox
What Is Archived
All journal mailboxes that are included in the subclient. This includes journal mailboxes that are configured using premium journaling.
What Is Not Archived
Journal mailboxes that are not included in the subclient.
ContentStore Mailbox
What Is Archived
All journal mailboxes that are included in the subclient.