Why am I getting "Time Machine is backing up an encrypted disk to an unencrypted disk" when I'm not using encryption?
2018 Macs have Apple's T2 chip, which acts as the disk controller for the flash storage on the logic board. The data is encrypted, regardless of whether you've turned on FileVault. So, technically, the message is correct.

https://support.apple.com/en-us/HT208344


  Data on the built-in, solid-state drive (SSD) is encrypted using a
  hardware-accelerated AES engine built into the T2 chip. This
  encryption is performed with 256-bit keys tied to a unique identifier
  within the T2 chip.


That having been said, I have a 2018 Mac Mini running Mojave and I don't get this error message, using a Seagate 4TB external drive directly connected to the Mac via USB. FileVault is off. There may be some other factor involved in getting the error message (which could still be erroneous).

How can I be sure I have have good backups?

Check if you can browse through the Time Machine interface and see the expected date ranges of backups, and try to restore a variety of files (as copies!).