I had the same problem and contacted Western Digital and below is their response…
We apologize for any inconvenience this may have caused. When doing a complete drive test the the tool will go sector by sector on the drive, scanning for logical errors. If the drive is being used by some other application and it is currently accessing certain sectors then the scan from the diagnostic tool will not be able to test those specific sectors. This may be the reason why it is not completing in your case. Since you are using it to backup your Mac, most likely you are using Time Machine, which tends to run periodic scans to insure file integrity on the backups.
As an alternative, you can run the test from the Disk Utility. It is a test similar to ours and should give you a proper response since it will suspend built in services on the computer to run the test. I will include the web link for this.
Answer Title: How to test a drive for defects or problems on a Mac
Answer Link: http://wdc.custhelp.com/app/answers/detail/a_id/866