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It’s a snapshot of the volume that contains the files you’re backing up. Its purpose is to allow Reflect to capture data in a consistent state. Without a snapshot, if a file were to be modified while Reflect was copying it into a backup, the resulting copy in the backup would be corrupt. The Windows VSS engine that creates snapshots also gives applications an opportunity to tidy up their data on disk prior to the snapshot being captured, which can be important for applications like databases.
So yes it’s important, and to my knowledge Reflect cannot be configured to make backups without a snapshot, except for the Rescue Media environment where snapshots aren’t used because everything is offline anyway.
That said, the snapshot creation itself shouldn't take very long. The log has a line specifically for creating a snapshot. How long does that take on your system?