Notice the two things he did in that one sentence. First off, he basically says that obedience is necessary for one to be a “new creature in Christ” and that baptism is done out of obedience, and that one is being disobedient by not being baptized. Therefore, he is basically saying that baptism (something one must do to be obedient) is necessary for salvation. Secondly, he’s throwing out a nice little dig at my Catholicism. Saying I am a “natural person” which I don’t even understand what that is, and then saying I don’t understand the things of God.
I like your approach. Scripturally, this one does not have a prayer, so to speak.
Becoming a new creature in baptism.
17 Therefore, if any one is in Christ, he is a new creation; the old has passed away, behold, the new has come. (2Corinthians (RSV) 5)
This asks the question, how does one become a new creation? There is only one baptism.
4 There is one body and one Spirit, just as you were called to the one hope that belongs to your call, 5 one Lord, one faith, one baptism, 6 one God and Father of us all, who is above all and through all and in all. (Ephesians (RSV) 4)
What did Paul do? He gets baptized.
17 So Ananias departed and entered the house. And laying his hands on him he said, “Brother Saul, the Lord Jesus who appeared to you on the road by which you came, has sent me that you may regain your sight and be filled with the Holy Spirit.” 18 And immediately something like scales fell from his eyes and he regained his sight. Then he rose and was baptized,19 and took food and was strengthened. For several days he was with the disciples at Damascus. (Acts (RSV) 9)
So what is it that saves one? Baptism.
19 For Christ also died for sins once for all, the righteous for the unrighteous, that he might bring us to God, being put to death in the flesh but made alive in the spirit; 19 in which he went and preached to the spirits in prison, 20 who formerly did not obey, when God’s patience waited in the days of Noah, during the building of the ark, in which a few, that is, eight persons, were saved through water.
21 Baptism, which corresponds to this, now saves you, not as a removal of dirt from the body but as an appeal to God for a clear conscience, through the resurrection of Jesus Christ, 22 who has gone into heaven and is at the right hand of God, with angels, authorities, and powers subject to him. (1Peter (RSV) 3)