Those who are baptized are following Jesus’ example and obeying His command.
“As soon as Jesus was baptized, he went up out of the water. At that moment heaven was opened, and he saw the Spirit of God descending like a dove and alighting on him. And a voice from heaven said, ‘This is my Son, whom I love; with him I am well pleased.’” —Matthew 3:16–17
“Then Jesus came to them and said, ‘All authority in heaven and on earth has been given to me. Therefore go and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit, and teaching them to obey everything I have commanded you.’” —Matthew 28:18–20