Does skeletal animation need to be baked?

my skeletal mesh animations don’t import unless i have the bake animation tick box checked in the fbx exporter. is it correct practice to use this all the time? i don’t want my animation data to be larger or less efficient if this isn’t the intended workflow. are others able to import animations without doing this?

in the documentation it only mentions having animation checked in the exporter (although it does have bake animation ticked in the one of the images):

i’m using Maya 2014 as well as the 2014 fbx plugin. it might also be worth mentioning that i’m referencing my rig into the animations scene. when i export i select the root joint and export selected.