Can’t find baptism registration

Has anyone ever not found a baptism registration between 1845-1860 in Jalisco? I have been searching for one for my great great grandfather for about a year now and no luck. Does this mean they didn’t get baptized? I found his marriage church record so I’m assuming he had to be a catholic in order to get married in the church? I have search the surrounding municipals documents where it says he was originally from the surrounding neighbor.