Yep. All armature animation constraints get baked. It is actually a weird limitation that you can’t mix object and armature animations in Blender. It has something to do with the limitations of the stack system I think. Regardless, you actually can use IK constraints dynamically in Unity using avatars. The constraints aren’t the same as Blender, but they are pretty powerful and easy to set up. They allow you to do things dynamically, so for example, you have an animation where the character bends down to pick up an item, you can interpolate your IK hand target to the object over several frames, and your character can pick up the object no matter where it is on the ground.
Given your typical animation style, why aren’t you using root motion? It allows the animation to move the character (as you stated you typically initially animate it) and then you can control speed and direction using blend trees in Unity.
And just for everyone’s reference, when it comes to animations, Unity only reads the animation curves of objects and bones. This is why baking constraints work, but constraints themselves don’t. It also means that if you take into account curves in the graph editor when animating, you can make your animations framerate independent.