That is the setting in the Backup Repositories for Proxy Affinity, correct?
No, Proxy Affinity settings determine which proxy is eligible to access the repository. To limit what backup proxies to user for a particular backup job you need to explicitly select backup proxies that the job must use instead of "Automatic selection" in the "Backup proxy" section of "Storage
I also am backing up virtual firewalls that are Linux based.
There is a limitation
- the guest interaction proxy deploys the runtime process only in Microsoft Windows VMs. In VMs with another guest OS, the runtime process is deployed by the backup server. That is, for those Linux firewall machines the role of a guest interaction proxy will be assigned to VBR.