I'm running Core 29.1 but I don't have it. I guess it's an old directory that's not used anymore?
It is still used if you use a legacy wallet. The directory is always located in the same directory as the wallet.dat file which may be different on your computer.
The reason I'm asking is that I wanna make sure that keeping simply the wallet.dat for backup is enough.
This whole discussion is about how it isn't.
Frankly, backing up a wallet by going to the filesystem is not recommended (or really supported) method of backup because of these kinds of issues. The only recommended way to backup a wallet is to use the backupwallet RPC or File > Backup Wallet in the GUI.