Most of the flavor you add is destroyed in the oven. What survives is whatever was protected inside the crumb or a filling — surface flavor is essentially gone.
A baked product goes into an oven at 160–220 °C. The surface reaches oven
temperature. The inside barely gets above 100 °C while there is still water in
it. That difference decides almost everything about what happens to your flavor.
Where the flavor survives
The crumb is protected. Moisture keeps the inside near boiling until the
product is nearly done, so anything in the middle sees a far gentler process
than the oven setting suggests.
The surface is not. Anything on the outside gets the full oven temperature
and moving air. Surface flavor is largely gone.
Fillings are protected even more, behind both crumb and moisture.
Which is why the answer to a bakery flavor problem is usually a recipe change
rather than a stronger flavor: move the flavor inwards, or add it after baking.
A lot of the flavor is not yours
Much of what people identify as the flavor of a baked good is not added flavor
at all. It is browning — the reactions between sugars and proteins during
baking.
Reducing sugars, protein content, surface moisture, oven temperature and time
all change that.
Which creates an awkward problem for reformulation: a sugar reduction can
succeed nutritionally and fail on taste because it removed the browning, not
because it removed the sweetness. See
sugar reduction.
What to tell a flavor company
Ask for bake-stable flavors explicitly. They are a separate product line, not
a grade of the normal one.
Say how much fat is in it. Fatty doughs need oil-based flavors, and fat slows
the release, which usually means using more.
Say whether anything goes on after baking. A glaze, coating, dusting or spray
is the cheapest way to get fresh aroma, and it should be designed in rather
than added as an afterthought.
Give the shelf life and the packaging. Baked products keep losing flavor as
they sit, and something that tastes right on day one and of nothing on day
thirty is a common failure.