Calibre is for managing ebooks, not managing Kindles or other ebook readers. That it is constantly updated to allow interfacing with various devices is a nice plus, and must be a PITA for the developer. There is no application that is going to store your collections and backup your Kindle ebook library out-of-the-box.
I think it would be nice if Amazon offered a desktop solution (similar to iTunes) but they don't. Like most everyone these days, they are going with a cloud backup/storage solution.