Baptism by water is NOT the gate (although you may have been taught that your whole life). Baptism is part of the dead works of the Law of Moses that can’t save us and ultimately has little to no bearing on our eternal state as you can receive the baptism of fire and the Holy Ghost without the baptism of water (3 Nephi 9:20 & Hel. 5 where it happens), (another true principle not taught by the LDS church).
2 Wherefore, although a man should be baptized an hundred times it availeth him nothing, for you cannot enter in at the strait gate by the law of Moses, neither by your dead works.
3 For it is because of your dead works that I have caused this last covenant and this church to be built up unto me, even as in days of old.
4 Wherefore, enter ye in at the gate, as I have commanded, and seek not to counsel your God. Amen. – D&C 22
Baptism isn’t the gate. It is the physical symbol of the spiritual gate. And that gate doesn’t open to eternal life/Celestial Kingdom. It opens to the path that leads to eternal life. Once we enter in at the gate, (the real Gate, not baptism), then we can walk the path that leads to eternal life. We cannot walk the path that leads to eternal life until we have first entered in at the real gate. Not everyone who have been baptized into the church of Jesus Christ of Latter-day Saints is on the path that leads to eternal life. Some people, (many people have), entered the gate without being baptized and have begun walking the path that leads to eternal life. Some have even gotten to the end of the path without being baptized at all.