Again...I notice before the disciples at Ephesus were baptized in the Holy Spirit, the apostle Paul asked them if they had received the Holy Spirit when they believed in Jesus:
"While Apollos was at Corinth, Paul took the road through the interior and arrived at Ephesus. There he found some disciples and asked them, "Did you receive the Holy Spirit when you believed?"" They answered, "No, we have not even heard that there is a Holy Spirit." So Paul asked, "Then what baptism did you receive?" "John's baptism," they replied. Paul said, "John's baptism was a baptism of repentance. He told the people to believe in the one coming after him, that is, in Jesus." On hearing this, they were baptized into the name of the Lord Jesus. When Paul placed his hands on them, the Holy Spirit came on them, and they spoke in tongues and prophesied." (Acts 19:1-6)
Remember, Paul taught that we are automatically sealed with the Holy Spirit when we believe. Yet in the above passage Paul asked these disciples if they had received the Holy Spirit when they believed. He wasn't asking if they had been sealed with the indwelling Holy Spirit at salvation because it was Paul himself who taught that everyone is automatically sealed with the Holy Spirit when they believe. Paul was asking these disciples something else.
He was asking if they had received the "baptism" of the Holy Spirit yet. This baptism is a second experience of the Holy Spirit which we can receive after we become saved.
Since Paul asked this question, it shows that it is possible to be saved without receiving the baptism of the Holy Spirit. Otherwise there would have been no need for Paul to ask this question! Paul assumed that they were Christians (which would have meant that they had automatically been sealed with the indwelling Holy Spirit), and he simply asked if they had received the baptism of the Holy Spirit at the time of their salvation. Their reply demonstrated their lack of knowledge (they were probably not yet saved), so Paul explained to them about Jesus, then he baptized them in water, and then he laid hands on them and they received the baptism of the Holy Spirit.
Here's another point to consider. If we have received salvation, how do we know that we have received the indwelling Holy Spirit? The answer is that we take it on faith that the Holy Spirit now lives in our hearts because the Bible says so. Yet Paul asked these disciples if they had received the Holy Spirit. Think about that for a moment. The Holy Spirit is invisible, so how would they know if they had received the Holy Spirit? There are always supernatural manifestations which accompany the baptism of the Holy Spirit in the New Testament. There are no exceptions to this. That's how these disciples would have known if they had been baptized with the Holy Spirit, because they would have experienced some supernatural manifestations. Notice that when Paul laid hands on them and they received the baptism of the Holy Spirit, they immediately began speaking in tongues and prophesying. At that point they knew that they had been baptized with the Holy Spirit! Notice that this happened after they had received salvation.
These examples provide further confirmation that the baptism of the Holy Spirit does not refer to being sealed with the indwelling Holy Spirit at the moment of salvation. Instead, it refers to a separate event after salvation which is for empowering a Christian to function supernaturally in the body of Christ.