When agent is detecting an application with database, like SQL or Exchange, it is reporting that in agent's metadata. These volumes were detected as carrying application's database and/or logfiles. In order to receive a consistent backup, all these volumes must be backed up at the same time.
If some volume needs to be backed up using a different schedule, then the only workaround is to investigate what application is installed on the agent and where are databases and logs. Then, migrate that data to another volume.
After migration is done, please access the Core console, click on the dropdown next to the agent name and select Refresh Metadata. Volume, free from application files now should be listed separately.