To this question only one answer need be given: We baptize because Christ commanded it. Consider these words of Jesus:
Therefore go and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit, and teaching them to obey everything I have commanded you. And surely I will be with you always, to the very end of the age. (Matthew 28:19-20)
Matthew records these words as the final explicit instructions of Jesus before he ascended to heaven. This passage is called the Great Commission because it is the foundation for our missionary outreach. But if going is a part of the Great Commission and if making disciples is a part of the Great Commission and if teaching is a part of the Great Commission, then so is baptizing.
Notice the logical progression. We go and spread the gospel. In our witnessing we will make disciples. We are to baptize those disciples and then teach them to obey the words of Jesus. Baptism is part and parcel of Jesus's command to the church. It is fundamental to our mission in the world.
Put simply—baptism is a clear command of Jesus Christ. We obey him when we baptize and we disobey him when we don't.
Excerpted from "Taking The Plunge" from Keep Believing Ministries (used by permission).