That’s what I thought also, until I did a test to be sure.
Just create a simple scene with flat red ground and a white cube above ground (100 or 200cm), with only one stationary skylight (with a basic blueish cubemap), and no other light.
Bake.
After baking, the cube will have the color of the skylight, without any apparent color bleeding from the red ground to the bottom of the cube. This is a first indication there is no GI/bounced light baked.
Then, if you hide the skylight actor, to hide the dynamic ambient lighting from the skylight. Everything gets black (nothing have been baked in the lightmap).
If you look at the lightmaps in world settings, they are indeed fully black in that case. There is Sky Occlusion maps, but this is for the sky occlusion only.
Now, if you change the light from stationary to static and bake, you’ll see the color bleeding of the ground on the bottom of the cube. So GI/bounced light is baked for static skylight, but not for stationary.
To put this into pictures :
Static Skylight only-scene (slightly blue/gray), with pink ground and white mesh on top: you can see the color bleeding/bounced light
Stationary skylight: no bounced light (lightmaps are fully black)
NB: all of this is without Lumen of course