Try dmv sys.dm_hadr_database_replica_states and just join them:

DECLARE @MyDate DATETIME = '21 March 2018';
WITH LastBackupCTE (DbName, BackupfinishDate)
AS
(
  SELECT database_name,
    MAX(backup_finish_date) AS BackupFinishDate
      FROM msdb.dbo.backupset bs
    inner join msdb.dbo.backupmediafamily bmf
      on bs.media_set_id = bmf.media_set_id
   WHERE type = 'D' -- database backup.
   GROUP BY database_name
)
SELECT d.name
  FROM sys.databases d
     left outer join sys.dm_hadr_database_replica_states ha on d.database_id=ha.database_id
   LEFT OUTER JOIN LastBackupCTE f
    ON d.name = f.DbName
  WHERE (
      f.BackupFinishDate IS NULL -- never backedup
      OR
      F.BackupFinishDate < @MyDate
    )
   AND d.name not in ('tempdb', 'ReportServerTempDb', 'pubs','northwind', 'AdventureWorks')
  AND d.state_desc = 'ONLINE' and (ha.is_primary_replica=1 or ha.is_primary_replica is null)
   --AND (sys.fn_hadr_is_primary_replica(d.name)) = 1
  
  order BY d.name;