The thief died under the OT. Obedience to water baptism in Jesus' name is a NT command in association with Jesus' sacrifice. It was begun on the Day of Pentecost as prophesied by Jesus. (Luke 24:47)
Paul's interaction with the Ephesus disciples occurred over 20 years after the message was initially given by Peter at Pentecost. (Acts 2:38)
Jesus did preach the need to be baptized. (Matt. 28:19, Mark 16:15-16, John 3:3-5)
The following shows John the Baptist knew he needed to be baptized in the Holy Ghost. And Jesus' actions show water baptism was required as well:
"But John tried to prevent Him, saying, “I need to be baptized by You, and do You come to me?” 15
“Let it be so now,” Jesus replied. “It is fitting for us to fulfill all righteousness in this way.” Then John permitted Him. (Matt. 3:14-15)
The Apostle Paul did water baptize people. Therefore baptism was part of the message he preached. What is clear is that at times others baptized individuals. It appears what his statement conveys is his primary ministry was to preach the message: Acts 16:28-33 Jailer/family, Acts 16:14-15 Lydia/family, Acts 18:8 Crispus, (Paul baptized this leader of the synagogue/Someone else baptized members of Crispus’ household and other Corinthian believers) Gaius baptized by Paul as well.
Scripture is silent as to why Jesus did not water baptize people. However, someone shared that if He had, it would have caused confusion. People would have thought receiving the Holy Ghost and being water baptized were one in the same experience.