The built in 3 monitors check the local MSDB database, in a contained AAG, this is stored in the clustered version of MSDB that is accessible via the listener (or <AG Name>_msdb).You have to disable all these monitors on all systems that run contained AAG, as it falsely thinks there are no backups when there actually is.

Also, if there are other monitors that rely on msdb or master I would be concerned about them not working as intended as well.