Most people will tell you that being baptized is about a symbolic cleansing that allows you to be reborn, cleansing yourself of the sins of your past. Behaviorally, there is a lot more to this concept than most people would give it credit for, helping have success in a lot of different areas.
Social Contracts
Baptisms can be done in private, but are typically done with witnesses, usually in public settings. This creates social contracts between you and those in attendance. Similar to the concept of marriage containing aspects of publicly telling the world you are married, baptisms result in you publicly stating you are transitioning from your old self a newer, better version of yourself. Social contracts typically hold us to a commitment, as most people have a learning history tied to keeping promises and following through on what you say to people.
Rule-Governed Behaviors (RGB’s)
RGB’s are developed over our lifetime, as socially we are both reinforced for following rules and they allow us to avoid punishers and aversive stimuli. Baptisms go along with furthering your religious commitments, which includes a deeper commitment to following the rules of both your religion and your home church. Behaviorally, once you have established a rule in your life, and sustain a social community that reinforces compliance with the rules, you can maintain the behaviors until they become daily habits that you do without thinking about doing.
Anxiety
Part of baptism is letting go of your old self and embracing your new self. Much of dealing with anxiety is letting go of the aversive stimuli holding you back and allowing yourself to live more mindfully. Purposefully shedding your old self allows you to put your learning history aside and focus on what is actually happening in the moment, working to create a new, more successful learning history. Behaviorally, you are focusing on reinforcing new behaviors and extinguishing (no longer reinforcing) past behaviors. Thus, having better control of your private behaviors (thoughts and emotions). This help release the control of the previous triggers and allow behavioral control to be paired with the stimuli you desire.