The reason there's no backup option in account mode is that there's nothing to back up. In account mode your keys are generated every time you login using your password, just like on Steemit.com.
In wallet mode your keys are stored in a browser database which is just unlocked with your password. When in wallet mode you absolutely need to create a backup file or write down the brain key.
There's no reason for you to be switching back and forth between account and wallet mode.
It just makes it more confusing. What you say makes sense, but from a user perspective it is just plain bad design choices. Good design would guide the user to utilize the tools to it's full potential without even realizing there is a key. And doing so with confidence. As a complete noob it looks the same but behaves differently. There is no way I can tell. Even now after using it for a little over two months. I am uncertain what a key is. You know that's the level of competence that dives into it. There is maybe also a slight chance that I have messed up so bad I should start over again from scratch for what I know. Because it was a steep learning curve. I might have learned it wrong. Again: good design would have avoided this.
Someone here said that the dex is built by programmers for programmers. And they were absolutely right. And the result is very discouraging for the noob. They should not be discouraged, because it is a brilliant tool. I much prefere it over other exchanges.