Why does baking the armature (as an object) stop the bones from moving? I want to get rid of the Follow Path Constraint without while keeping the animation of the armature as a whole or as an object. In Object Mode, I baked it by going to Object menu > Animation > Bake Action 



It works and now I can delete the Bezier Curve without loosing the animation of the armature. BUT the animation of each individual bone stops! How can I solve this?

Example: Try to bake the armature in the attached file.
Download Blend File
In order to bake the bones actions, you have to be in pose mode. From there you can make a bake of visual keying of bones AND object transforms (just shift select both pose and object in the bake tab).