FYI … I just had a possibly related issue with 3.4.8. Upon first install and config I ran the backup as suggested before changing the db prefixes. I received the email but unfortunately failed to notice there was no attachment.
After pressing the backup button my site broke and defaulted to the WP install page. I was able to rebuild a WP-config file to get it running again after looking up the new prefixes in php-myadmin. This is a new install of WP 3.5.1 with only WordPress SEO plugin running.
I reactivated the plugin and tried running a backup from the Backup tab, again got the email but no attachment.