Because Catholic Church contains fullness of Truth about God… and also because all the Saints are part of Catholic Church.
You see, Catholic Church has three parts
Church Militant - those on Earth
Church Suffering- those in Purgatory
Church Triumphant- those in Heaven (Saints)
Saints are truly Catholic- they are at every Mass, they pray for us and they also pray for those in Purgatory. We ask Saints for intervention and we pray for those in Purgatory as well. This is great unity and communion in the Church- we are in communion with the Saints. Isn’t that amazing?
They know more than we do, but as much as Catholic Theologians are as Catholic as someone who isn’t amazing thinker but lives in peace with Church and listens to those in authority is Catholic and yet their difference in knowledge is immense, so are Saints whose knowledge of God is so great we can’t even compare ours to it parts of same Church we are.
That doesn’t say “Paul was baptized without water and Trinitarian formula”… it isn’t present either but to draw conclusion that it wasn’t done that way isn’t quite logical.
Church regulates Sacraments and even their validity. Marriage was once valid if two professed their vows and they needed no witnesses. Now such Marriage is invalid. Church has power to bind and loose and that can affect even validity of Sacraments. So yes, what was valid 2K years ago might not be completely valid now. I am also not sure whether Pentecost is supposed to be baptism … I am inclined to say it isn’t but I am not entirely sure.