The argument which Paul will use against living in sin will be the fact that we are dead to sin. The Christian is dying to sin day by day. The answer is seen in the form of a question. All of us who have been baptized into Christ Jesus have been baptized into His death. When we think of baptism, it is natural to speak of water.
Water is the normal medium for baptism.
But water is not even mentioned in this passage. And, while I think that we can include the concept of water baptism in this passage, it is not the rite of water baptism that is of most significance. When you are baptized, you are being identified with the movement or church or religion or system of beliefs held by those into whom you are being baptized. One obvious way is to see yourself as a member of the human race - one of mankind. You are identified with mankind because you are a descendant of Adam and Eve.