OUTLOOK says external drive backup file cannot be found

I have:

Microsoft® Outlook® for Microsoft 365 MSO (Version 2406 Build 16.0.17726.20078) 64-bit

I backup OUTLOOK Inbox and local folders by using the Open & Export way:

Open & Export à Import/Export à Export to a File

Like this.

The backups go to an external drive.

I deleted a backup file on the external drive named F:\OUTLOOK Backup – Inbox – 03-30-24.pst because I didn’t want to keep it around.

When I then opened OUTLOOK, it gave the error:

The file F:\OUTLOOK Backup – Inbox – 03-30-24.pst cannot be found.

To get around this, I copied a backup file and renamed it to the not found file.

OUTLOOK then opened normally.

Why is OUTLOOK looking for a backup file on an external drive?  How does it know it exists?  Or existed?