Unless you believe it has some validity, why would it be a big deal? Sure, if they kept talking to you about it, it would be an annoyance, but other than that, I don't understand the problem.
At least if they are spending their time getting baptised for the dead, they have less time to be 'evangelizing' the living. Wouldn't that be a good thing?
Do some research on prayer. There’s quite a lot of research that’s been done on it. (Plus, my own experiences.)