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But my question is why wasn't he baptized on the spot?  

Normally adults are only baptized on the spot if they are in danger of death. Otherwise the Church says to instruct them and baptize - not to wait too long. Otherwise, the Church teaches not to baptize without first teaching the convert. One of the popes, (can't remember which one) would not even allow those who were dying on the battle field to be baptized unless the minister elicited an act of faith from them first. Remember, baptism makes us adopted children of God and heirs of heaven, so very basically, the Church does it like this to do what she can to make sure the recipient is sincere.   

Trent's catechism explains....

"On adults, however, the Church has not been accustomed to confer the Sacrament of Baptism at once, but has ordained that it be deferred for a certain time.....Nay, this delay seems to be attended with some advantages. And first, since the Church must take particular care that none approach this Sacrament through hypocrisy and dissimulation, the intentions of such as seek
Baptism, are better examined and ascertained. Hence it is that we read in the decrees of ancient Councils that Jєωιѕн converts to the Catholic faith, before admission to Baptism, should spend some months in the ranks of the catechumens.

Furthermore, the candidate for Baptism is thus better instructed in the doctrine of the faith which he is to profess, and in the practices of the Christian life. Finally, when Baptism is administered to adults with solemn ceremonies on the appointed days of Easter and Pentecost only greater religious reverence is shown to the Sacrament."