Baked animations do not support all of Spine's features. This includes animated attachment colors, FFD, skinning with reliably more than 4 weights per vertex, and sane C# events.
Disabled scale inheritance is one of those unsupported features.
These are Unity's animation system's limitations. If you want all features, use SkeletonAnimation.
Mitch, could we add like a note or a warning right on the inspector or something?
This isn't the first time people thought baking wasn't a workaround for something and expected it to do everything.