Baun, seeded seventh, took just 29 minutes to beat fourth seeded Saina. Saina, who was defending her title here, has been going through a form slump this year.
It was also end of the road for Ajay Jayaram and Gurusaidutt in the men's singles.
Jayaram gave a tough fight to top seeded Lee Chong Wei, before losing 16-21, 13-21. Gurusaidutt went down to second seeded Long Chen 13-21, 21-23.
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