Oh it does backup to file, you just have just have to backup a very weird and almost hidden folder

Huh, on Android or iOS? On Android the backup settings page offer a backup to Google Drive, it also says "Your messages will also back up to your phone's internal storage."...

On my phone the on-device backup can be found in /storage/emulated/0/Android/media/com.whatsapp/WhatsApp/Databases, and I remember reinstalling WhatsApp, logging in with my phone number, and it found the backup and restored the messages.