1)
the Bible does not state specifically if the thief had ever been baptized or not, we can only speculate if he had been or not. He may have been of those in Mark 1:5 who were baptized but he later turned to a life of crime then finds himself repenting of his sins before Christ upon his cross. You cite Lk 23:40 and from this text we find the thief knew there is a God and God is to be feared, he knew Christ was an innocent man, he knew that Christ dying on the cross would not be the end of Christ for he knew Christ would have a kingdom and saw his need to be in that kingdom. We see the thief knew as much, if not more, about Christ than some of Christ's own disciples. It may have been the thief was once a disciple himself to explain his knowledge he had of Christ.
2)
Hebrews 3:15-17
And for this cause he is the mediator of the new testament, that by means of death, for the redemption of the transgressions that were under the first testament, they which are called might receive the promise of eternal inheritance.
For where a testament is, there must also of necessity be the death of the testator.
For a testament is of force after men are dead: otherwise it is of no strength at all while the testator liveth.
The thief cannot be an example of NT gospel salvation for Christ must first have died before His NT would come into effect/be of force. The NT also requires one to be baptized into the death of Christ then one can walk in newness of life (Rom 6:3-5) and requires one to believe that God hath raised (past tense) Christ from the dead (Rom 10:9-10) all of which would be impossible for the thief for Christ had not yet died, much less raised from the dead, at the time Christ promised the thief he would be in paradise.
3)
Matt 9:6
But that ye may know that the Son of man hath power on earth to forgive sins, (then saith he to the sick of the palsy,) Arise, take up thy bed, and go unto thine house.
When Christ was ON EARTH during His earthly ministry He had been given power to forgive the sins of those whom He thought was deserving as the thief. For anyone today to be saved in the same manner as the thief means one must invent a time machine to travel back in time about 2000 to when Christ was on earth, before the NT gospel was in force and be forgiven personally by Christ. Therefore no one today can be saved in the same like manner as the thief.
Considering the Bible does not specifically state the thief had not been baptized, that the thief lived before Acts 2:38, before the gospel came into force then the thief cannot be proof water baptism is not necessary in order to be saved. The thief cannot be accountable to Acts 2:38 having lived and died before it came into force, (see also Lk 24:47). Therefore no one can dogmatically say the thief for certain had never been baptized based upon a theological bias and nothing more.