How can you tell from reading the letter that the LW is not religious? I think Cary, that you are a little confuddled about Christianity and its rituals. Let's get the facts straight.
Many Christians have premaritial sex. You can be a Christian and "sin." Which is what the LW might be.
And per most churches, they are doing the "right" thing by making up for their "mistake" and getting married, and pledging their marriage to God.
And Christening/Baptism has nothing to do with the parent's maritial status, but rather has to do with having the child being "recognized" as a Christian and the parents agreeing to raise it within the religion's beliefs. And I don't gather that the LW is raising the child as a Muslim or Buddhist or Hindu. So even if it will be raised as "Christian-lite," (major holidays only) a christening is certainly in order.
It has to do as well with the soul of the child, and having God recognize it as a Christian one in the afterlife.
Some diehards would say that the soul won't enter heaven as easily if it is not baptized/christened with the mark of Christ. (Now it is arguable that a baby does not have any "sins," and will just slide into heaven anyway).
For a guarantee, some would christen a baby just in case the child were to tragically die in infancy. Whether the parents are married or not is irrelevant for the sake of that child's soul. The parent's are making this choice for the child, that s/he will be raised as a Christian.
"Confirmation" is the ceremony where the child/young adult is of age to make this choice for him/herself, usually as a young teen.
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