Though a lot of games will have the feature by default, according to listings of Nintendo's website, some Switch games will not be able to use the Cloud Data Backup feature of Nintendo Switch Online.
These include:
SOURCE
UPDATE: Nintendo confirms this decision was due to worries of save data manipulation/item duplication in online games
These include:
- Splatoon 2
- Pokémon Let's Go Pikachu/Eevee
- Dark Souls Remastered
- Dead Cells
- NBA 2K19
- FIFA 19
SOURCE
UPDATE: Nintendo confirms this decision was due to worries of save data manipulation/item duplication in online games