As a wag has said, it's easier to believe that bread really becomes the body of Christ than it is to believe that the host is really bread. The bread of the Eucharist traditionally takes the form of hosts, but some Catholic communities bake their own communion bread. Authenticity for this most central sign requires that the bread look like genuine food to be broken and shared by the faithful.
Baked bread makes the symbolic connection to the food of the Last Supper.
Jesus took the ordinary substances of his dinner table and transformed them into his own body and blood. When the bread offered at Mass more nearly resembles ordinary bread, the full impact of the miracle sinks in. The eternal Son of God becomes truly present to us under the form of the simplest of substances. Baked bread allows a local community to offer its own gifts for the Eucharist. It also permits a more dignified ritual of breaking the bread during the Lamb of God.