Cheap depends on whether or not shadows are cast from the DL, and updates in realtime or not, that’s where the expense is usually.
For your main question though, all lighting can be baked if you want.
All light sources, reflection sources, objects, shadows (2021+), can have mixes of direct or indirect lighting baked, which direction you choose for that largely depends on your projects scope and target hardware / resource limits/
For Direct Lighting, to switch it to baked
head to its inspector and change its mode
I guess you should look at some basic tutorial about lighting first.
If you want baked lighting, you need to bake lighting. That’s what baked GI is for. You can mix with real-time lighting. This is what mixed setting of lights is for.
I understand you can have baked GI… my question is, can you have baked direct lighting only? If you CAN, then why doesn’t that option present itself in the lighting window?