Rest assured, your RCIA leaders have a plan for making sure all the Catechumens get Baptized somewhere ;-). A neighboring parish to mine is a mission parish that holds Mass in a school gym, and they use a mobile Baptismal font that is only brought when a Baptism is happening…so you wouldn’t see it at a normal Sunday Mass. Perhaps they intend to have the Baptisms at the ‘parent’ parish. Either way, it’s nothing you need to worry about!
As RCIA coordinator for my home parish, I know that we do occasionally have people who prepare for the Sacraments with us but then actually receive them elsewhere. We had one gentleman last year who is stationed locally with the Air Force, but had a priest friend in his home town who actually gave him the Sacraments of Initiation. In those cases we usually send a letter certifying that the person completed their preparation and that we have no problem with their receiving the Sacraments. Sometimes they want a Priest’s signature, and sometimes mine (as RCIA coordinator) is enough. We try to provide whatever the Pastor of the parish where the actual Sacraments will occur needs for their records.
But either way, you don’t need to worry. Best wishes on your faith journey; God bless you!