My personal thought is, our merciful Lord would not send a baby to hell. But what is the point of baptizing then? If new born babies are sinless, why are they getting baptized?

I had the same perplexing question on my mind when the Orthodox Priest told me that babies are born without sin and unlike the RC, the EO Church does not believe in original sin like we do. I mention this becasue as a RC it all made sense to me. For example, I was taught this as a RC:
The baby is born with the stain of original sin, therefore it must be baptized to wash away that stain, and introduced into the family of God. As circumcision introduced the newborn Jewish baby (in this case a Jewish boy) into Gods' family, according to the Old Covenant; now Baptism is the spiritual circumcision of the New Covenant.
Colossians 2:11-12
11 In him you were also circumcised with a circumcision not performed by human hands. Your sinful nature was put off when you were circumcised by Christ, 12 having been buried with him in baptism, in which you were also raised with him through your faith in the working of God, who raised him from the dead.
Romans 2:29
29But he is a Jew who is one inwardly; and circumcision is that which is of the heart, by the Spirit, not by the letter; and his praise is not from men, but from God.
While it would be correct to say that "we do not believe in original sin
like the RC do", it would not be accurate to say that we do not believe in any form of an inherited unholiness, but rather express it in the form of the "ancestral curse" that I elaborated on elsewhere. Also, the concept of a "stain of original sin" is generally not used by EO, who for the most part seem to feel that such a thing could only be generated by a personal sin. The ancestral curse is not so much a "stain" or a "blemish" like a personal sin, but rather a lacking in original holiness resulting from breach of communion with God, loss of the indwelling of the Holy Spirit, and spiritual death.