No it is not bad. When we designed VEB, we specifically took this as a major scenario. In fact, we made it a background type of job that minimizes the type of resources
so that an end-user "doesn't feel" that the backup is running and he / she can continue to do the work that needs to be done.
There is also no concern about files open / versioning / etc... What happens is that at the moment a backup starts, a "snapshot" is taken and from that snapshot the entire backup is written away to your choice of backup storage. That means that there can be no corruption for files in use because we use the internal framework of MSFT (VSS) to make sure that everything is consistent.
So no worries, the backup can run while you are working (in fact, this happens to me on an almost daily basis since I am either in a completely different timezone or I am working in the evening when my backup starts (because that is for me the most quit time of the day
Hope it helps