Cannot backup multiple SQL databases to custom volume

I am using Microsoft Azure Backup Server version 11.0.50.0 and backing up both clustered and non-clustered SQL databases.  I encountered a problem in creating a protection group that if I selected the top most "SQL Server" to be backed up, I could not select to use a custom volume.  If I select any one database on the server, the custom volume option was available.  

This is problematic because in this scenario, it would seem that you'd have to modify your protection group to include new SQL databases rather than this occurring automatically.  

I've tested this on multiple environments and the behavior is easily replicated.  My question is whether this is a bug or a known feature/limitation and why?

Thank you