Final answer:
Azure Advisor can indeed provide recommendations on Azure virtual machines regarding their backup status by suggesting optimizations for resource configuration and usage, which includes checking if they are protected by Azure Backup.
Step-by-step explanation:
The statement that Azure Advisor can generate a list of Azure virtual machines that are protected by Azure Backup is true. Azure Advisor is a personalized cloud consultant that helps you follow best practices to optimize your Azure deployments. It analyzes your resource configuration and usage telemetry, then provides recommendations that can help you improve the cost-effectiveness, performance, high availability, and security of your Azure resources, including recommendations for backup solutions.