The fine print on the iCloud Backup screen says "Automatically back up data such as your photo library, accounts, documents, Health data HomeKit configuration, and settings when this iPhone is plugged in, locked and connected to Wi-Fi."
I am not getting any backups because I never meet those conditions. The only time my iPhone is plugged in is at night when I am running a "nightstand" clock app. So it’s never "locked". Grrr. There goes Apple again, trying to protect me from myself.