It appears every few times I open the app and the usual android back button doesn’t make it go away, and there is no cancel button. What you have to do is toggle the toggle, then the button will change to “do not back up” and then you can press it. It annoys me how easy this makes it to accidentally turn on backup.
The biggest problem is that deleting them from cloud deletes them from the phone automatically.
So you need to backup the photos manually on your phone, then disable the Google backup feature for the photos, then delete them from the website, which will still show a very worrying warning that photos will be deleted on the phone too