Encryption of the whole Time Capsule drive
Your backups are being encrypted, as you can see in the second screenshot (2,57 TB of 3 TB available, encrypted).

Time Capsule doesn't encrypt the whole drive, instead it creates an encrypted .sparsebundle file, which contains the computer's Time Machine backups. One of these files is created for each computer you back up.

If the whole drive was encrypted, then all backups would have to be made with the same key, which would not be very secure.