Backup of FileGroups Including Primary
That is just the way that SQL Server work. If you were able to exclude read-write filegroups in simple recovery, then you wouldn't be able to restore them. A restore need log backups to apply modifications to the data you just restored. Since you can't do log backup in simple mode, then those filegroups in your backup would be "doomed" - for even inaccessible (I believe that the state is "defunct" in SQL Server). And you cannot have a doomed primary filegroup. If you have data which is irrelevant for you,then consider truncating those table to get rid of the data or set them to read-only and exclude them.