“And now, if the Lamb of God, he being holy, should have need to be baptized by water, to fulfil all righteousness, O then, how much more need have we, being unholy, to be baptized, yea, even by water!” (2 Nephi 31:5)
Now I don’t even know what to say here. The Lamb of God had no need of or for himself to be baptized. There actually was no command to be baptized. John was doing it. But there was no command in the Old Testament for one to be baptized. John the Baptizer himself all but said his baptism was worthless and did not accomplish anything. “I baptize you with water….” Jesus did indeed get baptized by John to fulfill all righteousness, not his own mind you, but to accomplish ours. John’s baptism was primarily a baptism of repentance, Jesus had nothing to repent of, even the verse from Nephi acknowledges this when it says that He was Holy. But Jesus in submitting to a baptism of repentance identified with sinners and took on responsibility for their sins. It also had the effect of validating and ending John the baptizers ministry. It was a transition from Law to Gospel. The greater had come, he fulfills the law and brings about the gospel.
Now Christians are not baptized with John the Baptizers baptism, which was temporary and all but worthless, being of water and nothing more. Christians are baptized in that baptism which Christ instituted in Matthew 28. This baptism is the self same baptism of which John the Baptist spoke concerning the one who was coming, and was greater than he. John the Baptist said this baptism would be with the Holy Spirit and it is, even being done with water.
So yes we have need to be baptized. The biblical message would not be “by water” but with water and the spirit, the two should not be separated. The Spirit comes with the water, and gives birth to spirit (John 3).