Yes, Internal_Backup_PRD_ALL_DB_Weekly_Full-Native is the job.
Perhaps this could be resolved by putting something into the make folder task that is able to handle the condition of a folder already existing, instead of making a separate condition for this.
The Previous task you are referring to may be due to me running this as a single task, without running the job. The behavior is the same for running the job or the task however.
The job does loop over tasks within it, it is part of the flow of the job. It basically acts like a while loop, with the value 0000 signifying the end of the loop. It should be noted that the behavior is still the same at the first instance of a task running or the last instance.