Summary..
The past people of God passed through water when being delivered, Noah, Israel out of Egypt, Israel through Jordan. Water baptism is a tangible gift that allows us to follow that pattern, it links us to the past people of God who experienced God's deliverance by passing through water. Only Jesus saves. Water baptism does not save.
Explained
Christians that don't get baptized are missing out on an actual tangible aspect of their faith that associates them with the people of God throughout the Bible. The people of God throughout the Bible passed through water in the course of their deliverance. Baptism gives us a tangible participation in this pattern. It can give us something tangible to look back at and draw encouragement from.
The dirt man was formed from was once covered by water.
Genesis 1:9
9 Then God said, “Let the waters below the heavens be gathered into one place, and let the dry land appear”; and it was so.
Noah passed through water. (I cover that at the end of this post to show a point.)
Genesis 7
23 Thus He blotted out [a]every living thing that was upon the face of the land, from man to animals to creeping things and to birds of the [b]sky, and they were blotted out from the earth; and only Noah was left, together with those that were with him in the ark.24 The water prevailed upon the earth one hundred and fifty days.
The Israelites passed through water during their deliverance.
Exodus 14
15 Then the Lord said to Moses, “Why are you crying out to Me? Tell the sons of Israel to go forward.16 As for you, lift up your staff and stretch out your hand over the sea and divide it, and the sons of Israel shall [i]go through the midst of the sea on dry land.17 As for Me, behold, I will [j]harden the hearts of the Egyptians so that they will go in after them; and I will be honored through Pharaoh and all his army, through his chariots and his horsemen.
The Israelites passed through water when taking possession of the promised land.
Joshua 3
17 And the priests who carried the ark of the covenant of the Lord stood firm on dry ground in the middle of the Jordan while all Israel crossed on dry ground, until all the nation had finished crossing the Jordan.
Christians get the opportunity to be baptized and pass through water too.
No the act of baptism doesn't save you, but it's nice that Jesus gave us something tangible that we can look back at and draw encouragement from.
You can look back at your baptism and view it as something linking you to being buried with Christ and risen from the dead to new life. Like the other people of God we get to pass through water. It links us to the past pattern God used with his people.
Romans 6
2 May it never be! How shall we who died to sin still live in it?3Or do you not know that all of us who have been baptized into Christ Jesus have been baptized into His death?4 Therefore we have been buried with Him through baptism into death, so that as Christ was raised from the dead through the glory of the Father, so we too might walk in newness of life.
Gal3
26 For you are all sons of God through faith in Christ Jesus.27 For all of you who were baptized into Christ have clothed yourselves with Christ.28 There is neither Jew nor Greek, there is neither slave nor free man, there is [a]neither male nor female; for you are all one in Christ Jesus.
Colossians 2
12 having been buried with Him in baptism, in which you were also raised up with Him through faith in the working of God, who raised Him from the dead.
1 Peter 3
19 in [o]which also He went and made proclamation to the spirits now in prison,20 who once were disobedient, when the patience of God kept waiting in the days of Noah, during the construction of the ark, in which a few, that is, eight persons, were brought safely through the [p]water.21 Corresponding to that, baptism now saves you—not the removal of dirt from the flesh, but an appeal to God [q]for a good conscience—through the resurrection of Jesus Christ,22 who is at the right hand of God, having gone into heaven, after angels and authorities and powers had been subjected to Him.
Notice how Noah's passing through water is associated with our passing through water?
It's an amazing tangible gift God has given us to link us to all the people in the past who were saved by passing though water.
Again, baptism does not save.
Jesus alone saves.