Configuration file missing after successful SSRS migration
Everything is working fine, including the encryption and all the security, 
so as the file is not there, I will not need to include it on my backups.

this link below shows where all the configuration files should be:

Reporting Services Configuration Files


  Install Paths   C:\Program Files\Microsoft SQL
  Server\MSRSxx.MSSQLSERVER  (where xx is the MS SQL version number)
  or   C:\Program Files\Microsoft SQL Server Reporting Services\SSRS
  depending on the SSRS version


There it also explains the role of the RSMgrPolicy.config file.


  Stores the code access security policies for the web portal. For more
  information about this file, 
  see
  Using Reporting Services Security Policy Files.


Looking at this second link, that explains the Security policy, I understood that the file RSMgrPolicy.config was not needed in my setup. It was not clear in the first documentation but all is good now.