I think that when people look at baptism, they have a thin understanding as to why Jesus commanded that we baptize His disciples. Most people likely associate the water with cleansing, which is an accurate connection given the prophet Ezekiel's message that God would sprinkle water upon His people (Ezek. 36:25). Cleansing from sin, however, is but one element in the meaning and significance of baptism.
Rather than being focused upon the individual, God uses water in connection with the broader context of redemptive history. All throughout Scripture, water and Spirit appear in contexts that unfold new creation imagery. The Holy Spirit hovered over the creation (Gen. 1:2). Noah sent a dove (the New Testament image for the Spirit) over the receding floodwaters (Gen. 8:8–12; Matt. 3:16). When Israel was baptized in the Red Sea, God placed His Spirit, which He likened to a hovering bird, into Israel's midst (Ex. 14:21–22; Deut. 32:10–12; Isa. 63:11–14; 1 Cor. 10:1–4). When Jesus was baptized, the Spirit descended upon Him in the form of a dove (Matt. 3:16). God employed water along with the work of the Spirit to bring about new creations, whether the first creation, the re-created earth after the flood, Israel's creation as a nation, or the cornerstone of the new creation through Jesus, the last Adam (1 Cor. 15:45).
God was sending a message that He would make the new heavens and earth ultimately a work of the triune God through the work of His Son by water and the work of the Holy Spirit. This promise appears, for example, in the prophet Joel: "And it shall come to pass afterward, that I will pour out my Spirit on all flesh" (2:28). This is the promise that John had in mind when he told the wilderness crowds: "I have baptized you with water, but he will baptize you with the Holy Spirit" (Mark 1:8). And this is the promise that Christ fulfilled at Pentecost.
There are two notable elements that link the events of Pentecost with Christ's command to baptize in His Great Commission (Matt. 28:18–20). First, this fulfilled Old Testament prophecy, as we have noted. Peter told the crowds that the events they were witnessing was a fulfillment of Joel's prophecy that God would pour out His Spirit upon all flesh (Acts 2:18–21). This is also John's promised baptism of the Holy Spirit. Peter's Pentecost sermon confirms this: "Being therefore exalted at the right hand of God, and having received from the Father the promise of the Holy Spirit, he has poured out this that you yourselves are seeing and hearing" (Acts 2:33–34). Christ baptized the church in the Holy Spirit—He began the outpouring of the Spirit upon all flesh.
Second, in line with His command to baptize the nations, notice that people from many nations—Jews and Gentiles—were gathered at Pentecost (Acts 2:9–11). Jesus was baptizing all flesh—He was baptizing the nations with the Spirit—and by doing so was bringing them into the new creation. Hence, when the church baptizes Christ's disciples, it tells the world and God's people through the preaching of the gospel, both in word and water, that Christ is presently pouring out the Spirit, cleansing people of their sins, uniting them to himself, and bringing them into the new heavens and earth.
Christ's command to baptize, therefore, ultimately rests upon His own actions—His outpouring of the Spirit upon the nations to unite a people unto Himself—to cleanse His bride from every spot and wrinkle so that He may present her as holy and without blemish (Eph. 5:25–27). This is what Paul called the washing of new creation, or regeneration (Titus 3:5; see Matt. 19:28).
So baptism preaches a message through water, though this message can only be heard and effectual when it is united to the preaching of the Word. Water alone has no power to save or cleanse. Rather, in conjunction with the preaching of the Word, God through the Spirit saves and sanctifies. In technical theological language, baptism is a means of grace.
This is why we must baptize Christ's disciples—it is God's chosen means by which He saves and sanctifies His people. We baptize because, in the words of the Westminster Shorter Catechism, it is "a sacrament, wherein the washing with water in the name of the Father, and of the Son, and of the Holy Ghost, doth signify and seal our ingrafting into Christ, and partaking of the benefits of the covenant of grace, and our engagement to be the Lord's" (Q&A 94). We baptize, therefore, in the triune name of God because God has sent His Son, who has poured out His Spirit, and He is making the new heavens and earth, is cleansing us from our sin, and has united us to Jesus, the last Adam, who is ushering in the new creation, the new heavens and earth.
This is a thick understanding of baptism and one to which we should all cling, whether we personally receive baptism or observe it administered to others.