There is some mystery about all this, but life is full of mystery. When the Apostles looked at baptism, they saw something profoundly spiritual, loaded with connections leading off in many directions, but all coming back to the central story of Gospel and what it means to join Jesus. Water, nothing magic, just the water God made, but the water we cannot live without. And it is the same water that Jesus uses to wash his disciples' feet, that God transformed into wine through Jesus, that rescued Naaman from disease threatening to destroy his life. A cross and a tomb.
Water is deadly.
When we are baptized into Christ, we are baptized into his death. The baptistry is a place of sacrifice and commitment. A crowd of people. Baptism is a corporate event, personal, but not private. Baptism has layers of meaning you cannot put into words, you need images, water, hands, gasping of breath.