I thought Mr. Ed was a talking horse.
But if Mr. Ed is smart enough to want to be baptised, by all means let him. If there is a problem like the goat/horse/Martian doesn’t have a soul, there is no harm done.
I sure wouldn’t want to be the one that discouraged some being from accepting salvation or being obedient in baptism.
“If there is a problem like the goat/horse/Martian doesn’t have a soul, there is no harm done.”
However, if these hypothetical aliens had souls, then there would be a harm done, as you would be misleading them into thinking that a baptism would do anything for them, when it would not. Their requirements for their salvation could not be the same as humans, so that mistake could jeopardize their souls.