Now some Pharisees who had been sent questioned him, "Why then do you baptize if you are not the Christ, nor Elijah, nor the Prophet?"
The Pharisees were the super-spiritual sect. More than to anyone else the idea that they should be baptized was an affront. Why did they need washing?
I have sometimes interviewed candidates for church membership who are affronted that they should be baptized as believers. They were 'done' as babies. Didn't that count?
Why do they protest? Are they ashamed? Do they think that they would make a fool of themselves? Are they too proud?
Following the Lord's command should make us joyful not ashamed. Only the humble can enter the kingdom of heaven. Following the rules will never get us home. It's like playing snakes and ladders and ending up on square 99 and not being able to throw a 'one' on the die because it has been obliterated. There is no way to get home by simply obeying the rules. In golf there is a device known as a 'gimme' where your opponent does not require you to hole your ball of you are sufficiently close to the hole. In truth, the only way home for all of us is a 'gimme'.