"No Backup account is currently storing data"?
The backup transport is the part of the system that takes backed-up data from the phone and sends it to some provider's backup storage. This is a manufacturer- and carrier- replaceable component, to allow (for example) Samsung to make their phones backup to Samsung storage with a Samsung account, instead of backing up to Google, while remaining compatible with apps that use the Android backup system.

Possibly the Cyanogenmod ROM you've installed simply doesn't have a backup transport.