How do baptism and faith relate, and why does Ephesians 2:8-10 mention only faith?

In Ephesians the major theme is that the Gentiles have come into the faith, and Paul is telling them not to boast. You have what you have because God was kind to you, so no boasting, and especially no boasting against your Jewish brethren. That is the point of Ephesians 2:8-10: you are saved by grace through faith, not by works, because if it were by works you could boast, the same argument Paul makes about Abraham in Romans 4. So a general lesson about not boasting would not need to mention baptism; it is just not where Paul's train of thought is at that moment. He does bring baptism in two chapters later, in Ephesians 4:5, when he speaks of one faith, one Lord, and one baptism, tying together everything he has said about salvation. Ephesus was a major, wealthy, philosophically proud city, so there was a real temptation to pride, which is why Paul stresses that salvation is a gift. Baptism is not denied or excluded in Ephesians 2; it simply is not Paul's subject there.