I'm confused by it as well, its something someone said to me yesterday that his birth record should be in the non conformist & non parochial records as a baptist since his burial is there but I cant find anything.
Not necessarily. He may have been converted quite late on in life.
People were wary of officially joining the Baptists, since that meant being publicly baptised by full immersion. So a lot of people hung round the edges, going to services, but never actually joining. I have seen people having children baptised in the C of E, but also listed in the Baptist records. I have seen them have their children registered in the Baptist records, then when they fell sick, baptised in the C of E, and buried in the churchyard. I've seen people baptised in C of E as infants, married (as they all had to be) in the C of E, start having children baptised in C of E - and then later children registered in the Baptist church. And then being buried in the C of E churchyard. All without actually joining the Baptist Church in question. Or maybe joining it many years after starting to go there.
It may be worth seeing if there are any records for your particular Baptist Church other than just the registers of births. Sometimes the records of church meetings or membership have survived, often called the "Church Book". That would answer the question about whether they had actually joined the church. But as mid-life conversions were a regular occurance, there is no reason at all why they should have been non-conformist at birth.
Church books for this date can usually be found in the local record office, if they have survived. Sometimes you can find them listed in the National Archives catalogue, but still accessed through local record offices.