No, you encrypt at the tape drives themselves typically. Part of how they work is the also compress at the drive, but if you encrypt first there's no common entropy and the compression techniques work against you.
And picking and choosing is a recipe for disaster when something inevitably slips through and is leaked. Encrypt it all from orbit and let god sort it out.
Encrypting the complete backup is working against the purpose of backups, making it harder for a small, if existent, gain in security