Because Jesus was baptized that way.

“As soon as Jesus was baptized, He went up out of the water.” (Matthew 3:16)

Every baptism in the Bible was by immersion.

(for example) “…then both Philip and the man went down into the water and Philip
baptized him. When they came up out of the water…” (Acts 8:38-39)

The word “baptize” means “to dip under water.”

It best symbolized a burial and resurrection (see Romans 6:1-11).