And the reason Kentucky stayed in the Union was because it at first declared itself to be neutral, and while Lincoln was ready to de facto respect this (even if he didn't exactly think that 'being neutral' was something Kentucky had a legal right to do), a Confederate general called Leonidas Polk just decided to invade the place, even though he had no orders to do so and the Confederate government had no reason to open up another new front for them to defend.

For being a rebellion supposedly to protect the authority of their state governments and their personal freedoms, Confederates seemed to have a very bad habit of just going along with what the new central government demands from its members and citizens, and that government in turn letting itself be wagged by random army officers who decided they were in charge of national strategy.