Jesus was baptized by John. Why were the twelve chosen disciples not baptized?
First of all, several of the twelve were former disciples of John, who naturally were baptized by John. As for the others, you are right, the scriptures do not explicitly say the apostles were baptized at Pentecost. (I used to assume and teach this, based on Acts 2:39, but later decided my conclusion was not supported by the evidence.)
The apostles were saved under the old covenant as faithful Jews. Jesus also ensured they were "clean" (John 15:3), by virtue of their commitment to and faith in his word. Like Adam, their "birth" was unique. Adam did not enter the world as other men did; the apostles did not enter the church as others did.
They were exceptions.
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