How do you know that the Thief was not baptized? Many people were baptized by Christ's disciples. See St. John 3.23-4.2.
I don't know what happened before, but a criminal condemned to death was not likely to having followed Jesus earlier. What we do know is that following his confession of belief in Christ, he had no chance of being baptized. And think of what faith! He saw Jesus scourged, beating to a pulp, nailed on a cross... and he still believed in Him!