Why don’t Christians continue to sin? Because they’ve been baptized! Perhaps that’s not quite the answer you were expecting, but it’s what Paul says in Romans 6:1-4:
What shall we say then? Are we to continue in sin that grace may abound? By no means! How can we who died to sin still live in it? Do you not know that all of us who have been baptized into Christ Jesus were baptized into his death? We were buried therefore with him by baptism into death, in order that, just as Christ was raised from the dead by the glory of the Father, we too might walk in newness of life.
More precisely, Paul says Christians don’t continue to sin because they died to sin, and their baptism proves it.
Baptism shows that we underwent what He endured. What happened to Jesus at the cross happens to us symbolically in baptism. His death was our death. His burial was our burial. His resurrection is our resurrection. Why don’t Christians continue to sin? Because their baptism shows that they died to that sin-filled life, were buried, and now have an entirely new order of life in Jesus.
Paul is working out an important theological concept called “union with Christ.” Through union with Christ, Christians share the identity and experience of Jesus Himself. If you have trusted Jesus for your salvation from sin, what happened to Him also happened to you. Jesus’ death and resurrection aren’t just historical facts; they are also personal experiences.
This is what Paul means when he says we have been “baptized into Christ Jesus” and thus “baptized into His death.” Every Christian is spiritually baptized into the body of Christ, which is intended to be portrayed by every Christian following in the rite of physical water baptism.
Baptism is, in other words, a death certificate. In the ancient world, the Jews clearly understood it that way. Christian baptism is an expression of my own new identity in Christ, not my family, my performance, my past in any way. My new loyalty is entirely with Him.
This is one reason our church teaches and practices baptism by immersion—the plunge under the water and return aptly picturing death, burial, and resurrection. Baptism demonstrates that we have died to self and our old nature and now we are alive with the new life of Christ in us.