Apple has abided by a demand by the UK Government and deactivated the encrypted backup to iCloud within the UK. I don’t know how many people were using it or even aware that it existed. Either way, it is gone now.
The Overspill commented on it, pointing out that a person could still back up to their Mac with encryption. I don’t think this answers the point, but here is how to back up an iPhone to a Mac with or without encryption, for which you need macOS 10.15 or later.
Connect your iPhone to your computer with a cable, or if you are syncing over WiFi you can do it wirelessly. Then in the Finder sidebar on your Mac, select your iPhone.
At the top of the Finder window, click General. Select ‘Back up all of the data on your iPhone to this Mac.’
If you do want to encrypt your backup data and protect it with a password, select ‘Encrypt local backup’
Click ‘Back Up Now.’