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#10
The command will indeed search the whole system and not just the command prompt path.
If this is from EFS prompting to backup the key, then it could have came from anything getting EFS encrypted by a program or you by mistake. Even after deleting the EFS encrypted file.
If you get the prompt again, you can select "Never back up" to stop it. You can also delete the EFS certificate to stop the prompt if you are sure you do not have any EFS encrypted files.
Backup Encrypting File System Certificate and Key in Windows 10