System Events??
 

Not sure this is a SuperDuper question, but when I booted to a SD backup drive, I was asked "Where is System Events?" Geez. I don't have a clue. So I just cancelled out of it and proceeded. The boot seemed to work fine.

What does this mean? What should I do when I'm asked that?

That means the system hasn't finished updating its "Launch Services" database. If you wait five minutes or so, then restart, it should be fine.

Thank you. I now see someone else had that question a few years ago, and you answered it then. It is kind of scary to see that question though. So the right response is indeed just to cancel that request and move on.