The Union wanted loyalty from the border states because it was so close to the Capital of the Union, Washington D.C. Losing these states would most likely have meant that the confederacy would have taken the capital and the war would have had a different outcome.
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Becuase he didn't want to lose the support of the border states.
because
The Union did not want to lose anymore of the territory.
Because Lincoln didn't want to upset powerful slave-owners in the border states and drive them into the arms of the Confederacy.
Texas
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The Emancipation Proclamation was as much a political act as a humanitarian one. It only gave freedom to slaves in states that had already joined the Confederacy. Lincoln hoped that these newly freed slaves would join the Union Army. However, he didn't want to lose support from border states that were both pro-slavery and pro-Union. Lincoln allowed them to keep slaves to prevent more states from joining the Confederacy.
Because that's how life is.
The north was known as the Union. It was the north that did not want the states to be separated.
They felt the Union should be preserved. They felt that, by states leaving the Union, they were violating the agreement that formed the United States, that the rebel secessionists were, in fact, committing treason.
The northern states did want Missouri admitted to the union as a slave state so as to balance the free slave trade.