I believe the point he was making here was about the necesity of haste in preaching the gospel and had nothing to do with baptism for the dead. This is evident when we look at the preceding verse. KJV Luke 9 59. And he said unto another, Follow me. But he said, Lord, suffer me first to go and bury my father. 60. Jesus said unto him, Let the dead bury their dead: but go thou and preach the kingdom of God. 61. And another also said, Lord, I will follow thee; but let me first go bid them farewell, which are at home at my house. 62. And Jesus said unto him, No man, having put his hand to the aplough, and looking back, is fit for the kingdom of God.