Advocates of baptismal regeneration frequently allow for many exceptions to the rule of baptismal regeneration: people were justified differently during the Old Testament era, people were justified differently during part or all of Jesus' time on earth, Cornelius and those with him who were justified before baptism were exceptions to the rule, and so on. Two of the exceptions they make involve supposed other forms of baptism, such as being baptized by blood if you die as a martyr before being water baptized or being baptized by desire if you intended to get water baptized, but died before the water baptism was carried out. Much can be said about the problems with such views. John 3:5, probably the passage most prominently cited in arguments for baptismal regeneration, appeals to Nicodemus' knowledge of the Old Testament scriptures, which makes less sense if Jesus was referring to a means of justification different than that of the Old Testament era, and the passage says nothing about blood or desire. And see my post here about how unknown and contradicted baptism of blood and baptism of desire were among pre-Reformation sources. Baptism of blood was popular, but not universally accepted. Baptism of desire seems to have been initially absent, then became a minority view, then reached majority status hundreds of years into church history. That doesn't sit well with what many advocates of baptismal regeneration say about how their church is the church of the earliest centuries of Christianity, how they passed down all apostolic teaching in unbroken succession throughout church history, how the alleged early unpopularity of justification apart from baptism supposedly is such strong evidence against that view of justification (compare that to the early unpopularity of baptism of desire), etc.
How do we best explain what happens with the unbaptized martyr or the catechumen who dies before being baptized, for example? Instead of proposing a baptism of blood or a baptism of desire, it makes more sense to conclude that they were justified through faith without baptism. The martyr gave his life for Christ because he was already regenerated. He had no need for being regenerated in a future baptism of water or blood. Similarly, the catechumen was going through the catechetical process because he was already regenerate. Both the martyr's behavior and the catechumen's make more sense if regeneration had already occurred. As I've said before, people like Abraham, the tax collector in Luke 18, and Cornelius aren't exceptions to the rule. They are the rule. That's why Paul cites Abraham as if he's normative, Jesus speaks in Luke 18 as if what he's describing is normative, Acts 11 and 15 refer back to the events of chapter 10 as if they involve the normal means of justification, etc. Similarly, the martyrs and catechumens under consideration aren't exceptions as far as their regeneration and justification are concerned. They're further evidence for the rule. The rule is justification apart from baptism. It's the regeneration, faith, and justification the person already has that motivate the person to get baptized.
Part of what's involved here is the principle of simplicity. We prefer the simplest explanation, all other things being equal. Dividing up history as advocates of baptismal regeneration do, with different means of justification during different periods, and proposing other forms of baptism (blood, desire) not suggested by Jesus and the apostles, among other complications introduced by advocates of baptismal regeneration, doesn't provide the simplest explanation of the evidence.
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