The emancipation proclamation affected only the confedrate states. Lincoln used it more as a weapon against the South rather than out of altruism. My understanding.
Lincoln had no authority to end slavery in states that were not in rebellion. That would require a constitutional amendment, something he often called for and worked to pass once the election of 1864 gave him the congressional majority that it would require. I'm always amused by people here who slam Lincoln for being a dictator and ignoring the law, then slam him for not being more dictatorial and ignoring more laws.