Because Jesus told us to baptize.

Matthew 28:18-20 - Then Jesus came to them and said, “All authority in heaven and on earth has been given to me. 19Therefore go and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit, 20and teaching them to obey everything I have commanded you. And surely I am with you always, to the very end of the age.”

Because the first converts were baptized.

Acts 2:38-41 - Peter replied, “Repent and be baptized, every one of you, in the name of Jesus Christ for the forgiveness of your sins. And you will receive the gift of the Holy Spirit. 39The promise is for you and your children and for all who are far off–for all whom the Lord our God will call.”
40With many other words he warned them; and he pleaded with them, “Save yourselves from this corrupt generation.” 41Those who accepted his message were baptized, and about three thousand were added to their number that day.

Acts 8:36-38 - As they traveled along the road, they came to some water and the eunuch said, “Look, here is water. Why shouldn’t I be baptized?” 37 38And he gave orders to stop the chariot. Then both Philip and the eunuch went down into the water and Philip baptized him.

Acts 10:47-48 - “Can anyone keep these people from being baptized with water? They have received the Holy Spirit just as we have.” 48So he ordered that they be baptized in the name of Jesus Christ. Then they asked Peter to stay with them for a few days.

Acts 11:1-2 - The apostles and the brothers throughout Judea heard that the Gentiles also had received the word of God. 2So when Peter went up to Jerusalem, the circumcised believers criticized him

Acts 11:15-18 - “As I began to speak, the Holy Spirit came on them as he had come on us at the beginning. 16Then I remembered what the Lord had said: ‘John baptized with water, but you will be baptized with the Holy Spirit.’ 17So if God gave them the same gift as he gave us, who believed in the Lord Jesus Christ, who was I to think that I could oppose God?” 18When they heard this, they had no further objections and praised God, saying, “So then, God has granted even the Gentiles repentance unto life.”

Acts 16:15 - When she and the members of her household were baptized, she invited us to her home. “If you consider me a believer in the Lord,” she said, “come and stay at my house.” And she persuaded us.

Acts 16:33 - At that hour of the night the jailer took them and washed their wounds; then immediately he and all his family were baptized.

Because meaning of the word in its original language means immersion - baptidzo

Because immersion pictures two primary pillars of our faith.

Romans 6:1-4 - What shall we say, then? Shall we go on sinning so that grace may increase? 2By no means! We died to sin; how can we live in it any longer? 3Or don’t you know that all of us who were baptized into Christ Jesus were baptized into his death? 4We were therefore buried with him through baptism into death in order that, just as Christ was raised from the dead through the glory of the Father, we too may live a new life.

Because immersion reminds us of the continuing presence of Christ in our lives.

Galatians 3:27 - for all of you who were baptized into Christ have clothed yourselves with Christ.