Yes, safepoints are only meant to be made on the local network. You could look for third party programs that allow you to automatically backup the files from the remote public folder mapped using the WD2Go webpage, but I cannot guarantee that it will work, you can also copy the files manually. Check the link below for more information on how to access your My Book Live files remotely.
How to use a My Book Live running Software Release 2.0+ with WD 2go for the first time
