Today I saw .htaccess_backup files in my file manager.
Does it affect SEO or something else? Should I delete all the .htaccess_backup files or does it not matter?
If the files are available from the web, this may be a vulnerability, since it shows part of your configuration to the world. This should not be a serious vulnerability for an otherwise correctly configured server; consider whether the presence of various paths in the file inform someone that those paths exist where they would otherwise not be noticed.
This won’t have any effect on SEO — that’s not what SEO is about. There is no user benefit or detriment to these additional files placed on a server not providing content, so search engines are not interested in this.