Currently you have to use a separate system like Nagios, yes. You can get the information by directly accessing the database (though you should use 2.0.35 because of a bug, then) or by using e.g. GitHub - uroni/urbackup-server-python-web-api-wrapper: Python wrapper to access and control an UrBackup server
You can see in the example how to get the time since last backup. I think it would be very easy to push that metric to something like Prometheus.
Alerts and reports are the next big item on the roadmap (target 2.2). Though connecting it with Nagios might be better anyway.