Setting up LODs for baked lightmaps changed with the introduction of Unity 5. Direct lighting is computed using the actual surfaces of all LODs. Lower LOD levels use light probes to fetch indirect lighting. The resulting lighting is baked into lightmap.
This means that you should place light probes around your LODs to capture indirect lighting. The object will not use lightprobes at runtime if you use fully baked GI.
We might make light probe placement for LODs automatic in the future.