Baking a cheesecake using the Water Bath technique (also known as Bain-marie) requires placing the cake in a large pan filled with boiling hot water. This is crucial to achieve the desired jiggly soufflé-like texture. The steam created by the water bath keeps the cake moist and helps it rise evenly, preventing it from baking unevenly with the sides baking faster than the middle. Without it, the cake will not be fluffy and may crack due to the higher temperature.