I couple of points:
-Lincoln didn’t emancipate the slaves in the non-rebellion states because he felt he lacked the legal authority to do so. The emancipation proclamation was legal (arguably) based on special powers given the Commander in Chief in a theatre of war.
-Emancipation in all the states would have been a military blunder. Setting aside the legal debates, Lincoln couldn’t afford losing Kentucky, Maryland and Delaware. As was stated, the war was going poorly for the North up until that point.