Jesus said in John 3:5 that to enter the kingdom of God, a person must be born of water and the Spirit. Water refers to water baptism. We see this actually put into practice in Acts 2:38, Acts 10:46, and Acts 19:5-6. In Romans 6:3-5, paul described baptism as an entrance into the death of Jesus Christ. In 1 Corinthians 12:12 he described baptism as an entrance into the body of Christ.
We cannot say why God chose baptism, but we can say that water baptism in the name of Jesus Christ is the universal entryway into the body of Christ, New Testament church. Of course, it must be preceded by genuine repentance and faith, otherwise it is only getting wet and doesn't bring you into anything.