Reproduction:
1) Open scene SkyBaking
2) Bake the lightmap. The shadow will look blocky its expected.
3) Switch to Baked Indirect mode
4) Bake lightmap
Expectation: When Baked Indirect is used. The shadow is not lost and its realtime.
Result: When Baked indirect is used, the Shadowmask Mode properties become grayed out (as expected). However, they are still used by the system, resulting in the missing sun shadow.
Workaround fix: In Lighting tab, change baking to Shadowmask. On Sun, switch Shadowmask Mode to Distant Shadowmask, go back to Lighting tab and change back to Baked Indirect.