Rank Math has an optional function to create redirections automatically. You can enable and disable it by going to WordPress Dashboard > Rank Math plugin Dashboard > General Settings > Redirections and there to the Auto Post Redirect option.
I’m afraid you might not get my point.
I’m telling that I have changed the slug and instead of creating redirection, it was created automatically.
Yet Auto-post redirection (as you mentioned) was set to oFF.
I got your screenshot vid and that’s what I did now. But earlier it was off.
Anyway, please what is your opinion about “So I’m worried about whether my backlinks created for this post would still work or not.
My subject of worry is only because I didn’t create redirection manually”
That redirect is automatically created by WordPress.
If you are not aware, WordPress automatically creates redirects when you change slugs. This has nothing to do with Rank Math and we have only included the option for users that can’t get the core WP feature of redirection on slug change to work.
Hope that helps and please do not hesitate to let us know if you need our assistance with anything else.