God is not "obligated" to do anything, however He does not contradict Himself, that we can be certain of.
I agree that we cannot be able to grasp all of God's workings, it would be entirely impossible because the human mind is finite and God's "mind" is infinite. However, God showed His intent quite clearly to us multiple times. As an example, one method used by the Catholic church to determine if a Saint is truly a Saint, is whether there are miracles that can be attributed to their intercession.
I think instead of arguing endlessly, I should give a short list of catechumens who died as martyrs and were officially recognised by the Church.
St Genesius of Arles as an example was a roman scribe. He refused to sign an edict to persecute Christians. He was pursued and he fled in order to get baptised he swam through the Rhône. Before he could get baptised, the Roman authorities caught up with him and he was executed. He is officially recognised by the Church and honored the 25th of August. The source for his biography is Gregory of Tours.
St Rogatian of Nantes is another example. He well-known in France.
St Emerentia.
You can look those up, those are clear examples of catechumens who were recognised as martyrs officially by the Church.
Pope Pius XII, Mystici Corporis Christi (# 22), June 29, 1943.
Actually only those are to be included as members of the Church who have been baptized and profess the true faith, and who have not been so unfortunate as to separate themselves from the unity of the Body, or been excluded by legitimate authority for grave faults committed. "For in one spirit" says the Apostle, "were we all baptized into one Body, whether Jews or Gentiles, whether bond or free."[17] As therefore in the true Christian community there is only one Body, one Spirit, one Lord, and one Baptism, so there can be only one faith.[18] And therefore, if a man refuse to hear the Church, let him be considered - so the Lord commands - as a heathen and a publican. [19] It follows that those who are divided in faith or government cannot be living in the unity of such a Body, nor can they be living the life of its one Divine Spirit.
Non-baptised are not members of the Church.
Pope Eugene IV, “Cantate Domino", Council of Florence
"It firmly believes, professes, and proclaims that those not living within the Catholic Church, not only pagans, but also Jews and heretics and schismatics cannot become participants in eternal life, but will depart “into everlasting fire which was prepared for the devil and his angels”, unless before the end of life the same have been added to the flock; and that the unity of the ecclesiastical body is so strong that only to those remaining in it are the sacraments of the Church of benefit for salvation, and do fastings, almsgiving, and other functions of piety and exercises of Christian service produce eternal reward,
and that no one, whatever almsgiving he has practiced,
even if he has shed blood for the name of Christ, can be saved, unless he has remained in the bosom and unity of the Catholic Church."Shedding your blood for Christ does not save you if you are not in the Church. Florence's decree is INFALLIBLE.
To be consistent with Catholic DOGMA we must presume all canonized saints actually received water baptism at some point.