We don't have an example of baptism but in water in the Holy Scripture: "Can any man forbid water, that these should not be baptized, who have received the Holy Ghost, as well as we?" (Acts 10:47). The Church made some exceptions when physical baptism was not available, for example, because the convert faced death, but ordinarily water is necessary, as the previous scripture illustrates.
All that verse indicates is that you need water for a 'water' baptism...In no way does it say that all baptisms are water baptisms...
Having 'examples' in scripture has NEVER slowed down the 'church' when it wanted to push something.