If your dstxml= points to a path where you do not have write access, the history is erased and the backup file is not written.
dfuplus action=erasehistory lfn=progguide::exampledata::accounts_copy server=10.239.20.60 dstxml=jim.xml
Typically, a user cannot write to
C:\Program Files (x86)\HPCCSystems\6.3.0\clienttools\bin
unless he has started cmd window with elevated permissions.