How to convert synced photo folders to camera roll folders?
There is no supported way to do that, for two reasons:  the backup would grow huge, rapidly consuming iCloud space, and non-camera-roll photos are resized to display well on the iPhone while taking minimum space. As such, they're not the "original" photos any more. Backing them up would be a false sense of security.

The best solution is to back up the PC.  The My Pictures folder will get backed up with the rest of your PC data, and you'll have copies of the original, non-resizd images should disaster strike.