This isn't the best workflow, but I backup files by copying them to a PC on my network; the PC has an LTO drive attached, and once the files are on the PC, I copy them to the LTO drive, which is a lengthy process. At least my Mac isn't tied up as long that way, because the gigabit network transfer is much faster than the LTO tape transfer.
My question is: often I want to transfer files from several folders at once, so I can leave the computer to work for hours while I do something else (like sleep). The result is several "copy" windows on the Mac desktop, simultaneously working on two or more copying tasks.
Is that a bad thing to do, in terms of data security and speed?
Security: Having multiple file transfers going at the same time shouldn't pose any additional/different security risk as opposed to a single transfer.
Speed: Depends, but I'm guessing in practical terms doesn't matter. Not knowing the specs of everything, I'm going to guess your bottle neck on the copies is probably disk IO -- how fast you can read on one machine and how fast the other can write. The more simultaneous streams you have going, the more contention there is: how much seeking the disk heads have to do to service the different copies. There are many variables that come into play to determine the optimal solution, and ultimately you'd need to test different combinations to find the "best". Of course, if you're sleeping while all of this going on, does it really matter?