Of course, there was not baptism in the Old Testament, but they had an equivalent ordinance to look back on and to remember: the experience of being led by the fiery cloudy pillar, the experience of passing through the waters through the sea. That was so significant and miraculous and mighty, given by grace.
Would today's church be anything like as worldly if it understood the parallels of the Old Testament? We like the people of old have gone through a Red Sea. We are supposed to have left the old life and Egypt entirely behind. What are we doing going back to worldliness, using the world's music, the world's fashions, the world's tastes and ways, and so on? What are we doing? The Egyptians seeking to follow and destroy, were destroyed. That separation from the old life and the world in the Pentateuch is so final and complete, and so should ours be. We should be a distinctive people living a different life. ‘I would not that you should be ignorant’, and so many people who true Christians – I give them that – but they are ignorant of how the Old Testament works, and they don't read these passages with conviction, and their souls are not challenged.
Are we allegorizing when we treat the Scripture in this way? There are some who say, ‘The way you are interpreting Scripture, you are allegorizing. You are taking things from your imagination from the Old Testament and squeezing them into applications to the New.’ On the contrary: this is not allegorizing; it is taking a direct parallel. It is God that made Israel to be a type of the church, not the preacher. The Lord created the parallels; he teaches us today through their history. He sovereignly determined their experiences and made them to be the equivalent of the spiritual experiences of his people today. They were guided, so are we. This is how Paul tells us we are to use these passages. Those who accuse us of allegorizing will extract some hints of doctrines from these passages, and they will preach the history and the narrative, but they will seldom preach the message of the passage. To find the message in the passage, we need to draw the parallels which the Lord intended us to draw. ‘I would not that ye should be ignorant’, says Paul. Ignorant of what? Ignorant of how the Old Testament works, how it yields up its message, its meaning, its exhortation, its parallels to us today. Think of the crossing of the Red Sea, what a stupendous miracle! Had you crossed that sea with the waters heaped up on either side, you remember it to your dying day. It was printed in their memories: the mighty power of God in delivering them from their old life, and bringing them into a new life. What is the parallel? It is conversion, depicted in baptism, leaving behind of the old life and the world. This is not about assigning arbitrary meaning to these events; it is about drawing obvious lesson based on the relationship that God has created between Israel and the New Testament church.