That's more of a general DevOps/server admin steep learning curve than Vaultwarden's there, to be fair.
It looks a bit complicated at first as Docker isn't a trivial abstraction, but it's well worth it once it's all set up and going. Each container is always the same, and always independent. Vaultwarden per-se isn't too bad to run without a container, but the same Docker setup can be used for say, Jitsi which is an absolute mess of components to install and make work, some Java stuff, and all. But with Docker? Just docker compose up -d, wait a minute or two and it's good to go, just need to point your reverse proxy to it.
Why do you need a reverse proxy? Because it's a centralized location where everything comes in, and instead of having 10 different apps with their own certificates and ports, you have one proxy, one port, and a handful of certificates all managed together so you don't have to figure out how to make all those apps play together nicely. Caddy is fine, you don't need NGINX if you use Caddy. There's also Traefik which lands in between Caddy and NGINX in ease of use. There's also HAproxy. They all do the same fundamental thing: traffic comes in as HTTPS, it gets the Host header from the request and sends it to the right container as plain HTTP. Well it doesn't have to work that way specifically but that's the most common use case in self hosted.
As for your backups, if you used a Docker compose file, the volume data should be in the same directory. But it's probably using some sort of database so you might want to look into how to do periodic data exports instead, as databases don't like to be backed up live since the file is always being updated so you can't really get a proper snapshot of it in one go.
But yeah, try to think of it as an infrastructure investment that makes deploying more apps in the future a breeze. Want to add a NextCloud? Add another docker compose file and start it, Caddy picks it up automagically and boom, it's live and good to go!
Moving services to a new server is also pretty easy as well. Copy over your configs and composes, and volumes if applicable. Start them all, and they should all get back exactly in the same state as they were on the other box. No services to install and configure, no repos to add, no distro to maintain. All built into the container by someone else so you don't have to worry about any of it. Each update of the app will bring with it the whole matching updated OS with the right packages in the right versions.
As a DevOps engineer we love the whole thing because I can have a Kubernetes cluster running on a whole rack and be like "here's the apps I want you to run" and it just figures itself out, automatically balances the load, if a server goes down the containers respawn on another one and keeps going as if nothing happened. We don't have to manually log into any of those servers to install services to run an app. More upfront work for minimal work afterwards.