After some research, it appears this support is not available.

We can only execute SMO to backup a database when we sit on the server itself.

Other alternatives are to execute a script from the remote application, by the use of the SQL Data Client provider, but doing this, we do not have any interaction, such as progress bar, to know the result and such. There would also be a question of setting up the timeout to avoid a timeout after 5 minutes, assuming the backup would be big.

We might have to automate that directly on the server itself. The good thing about the remote application is we can control it from the Web site so I could, presently, in the old environment, launch any backup at any time without having to access any remote servers, VPN, etc.