VMGS files missing in backup - unable to recover VMs

Hello,

I have a trouble with VM backup in our DPM 2016: it looks like the DPM is not backing VMGS files for VMs.
I am using Hyper-V backup feature of DPM, DPMs are hosted on Windows Server 2019, with resilient change tracking 
(RCT), all VMs are stored on ReFS volumes.

The backup contains vhdx, VMCX and VMRS file, but ***VMGS*** file is missing, this behavior is identical for all backed up VMs.

The restore or VM import fails with following Event Error in Hyper-V-VMMS, ID 18440

Import failed. Import task failed to copy file from 'F:\SomeVM-2_8-1-2019_18.23.2\d-Vol\vm\SomeVM\Virtual Machines\E51373A3-3030-452F-996E-0B09E8ECCF1C.vmgs' to 'C:\ProgramData\Microsoft\Windows\Hyper-V\Planned Virtual Machines\E51373A3-3030-452F-996E-0B09E8ECCF1C.vmgs': The system cannot find the file specified. (0x80070002).

(because VMGS file is really not present in the backup set restored on disk).

DPM Version 5.0.409.0, Update Rollup 7 for SCDPM 2016
DPM OS Version :  Microsoft Windows Server 2019 Standard  10.0.17763.557

Hypervisor OS Version : Microsoft Windows Server 2019 Standard 10.0.17763

Any ideas?
Thank you,
Jan