I run in Debian 8.1, GNU bash, version 4.3.30(1)-release (x86_64-pc-linux-gnu) and Lenovo G50-30 with 500 GB SSD and 8 GB flash memory:
shopt -s extglob cp -
Try removing the backslash (I am adding echo for test purposes):
shopt -s extglob echo cp -r !(Backups.backupdb) /home/masi/Documents/
It works in my environment (GNU bash, version 4.3.30, OS X)