Yeah, we use a local disk/array for storing the Plesk server wide backup.
Our "remote" backup is done with Veeam Agent for Linux, that runs in parallell to the Plesk based backup.
We use that as a means of remote/offsite and secondary backup, as we don't trust in having just one backup anyway.
An offsite, but still "local backup" could be realized easily with a mounted NFS or iSCSI drive
Well you could even mount that FTP account on your server and then use the "local backup" method of Plesk to get the backups out. (but still allow customers to see and restore from these backups)
I don't know about speed though, most likely "real" FTP based backups are done somewhat differently, to compensate for the low IOPs of FTP based connections.