You don't need to bake animations in order to control them with Mecanim.
Spine animations are not meant to be "baked".
Doing so means you lose a lot of Spine features (including control over draw order). This is because the baker makes those animations completely independent of the Spine runtime (you could delete the Spine runtime and it would run fully in Unity's animation system without needing any extra scripts). At the same time, Spine baker was never designed to closely match Spine's behavior because it rides too much on Unity's animation system's quirks and limitations.
You can read its uses and intentions in the inspector warning box on it.