Why does normal map doesn't work in the shadow when I use baked lighting?

I got two lights in my scene, one is directional light which is stationary, another is skylight which is static. Once the lighting bake is done, normal seems disappear in the shadow.No matter it’s in SM5 or ES3 mode.


Anyone knows why does this happen?Is there any set up I missed? How can I fix it and imporve it?
Thanks a lot if someone can give me a hand!