Baked Lightmap seems to loose bumpmapping

Baked Lightmap seem to loose bumpmapping on the static items. I read a post that suggested increasing the Shadow Distance in the Quality settings.

I did just that in "Edit->Project Settings->Quality->Shadow Distance" - I set it to 300 on the "Good" profile. But it made no difference.

One demo projects has both on the scenery. Except when I then do a bake on the same project I lose the bump map.