That’s because these are not the same things ??
Your blog is composed of two things:
– the files
– the database
The files are
(1) the files wordpress is using to work, just like the various gears you’ll find in a car engine. PHP, html, css, whatever. That also includes the plugins and the themes
(2) the media you have uploaded to your blog through your activity. Mostly picture attachments, for the posts, or your user profile. This is the content of wp-content/uploads/ , and this is YOUR content, in opposition to all the other files
You can browse the files in your FTP client.
The database is a very special thing, you do NOT have access to the database itself (your web host stores it in some place you cannot browse, in a special format), all you can do is read and write it. To make the comparison with a car, this time the engine’s bulk is sealed shut so you cannot open it, but you are still allowed to drive the car.
You can access your database through utilies like PhpMyAdmin, and your blog engine will access it through its own commands.
The database does not contain files, it contains *information*. In there, your blog stores options, preferences, settings, user information submitted in the past. It also stores the contents of your blog posts: the entry, the date, the title, etcetera.
Do you see the idea, now ? ??
As for the backups, with your database dump, you have saved the textual content of your posts, your user information, and every configuration for everything on your blog.
But you haven’t saved your media (such as the attachments). You also haven’t saved your blog theme, or your current plugins.
To make full backups of both your own files and your database, I recommend you read that page: https://codex.www.ads-software.com/WordPress_Backups , it looks scary at first but actually that’s pretty straightforward ??