Then it was an important factor in preserving the union. If Kentucky and the others - but especially Kentucky - had seceded Lincoln's task in reuniting the states would have been near impossible. At least that was what he said in 1861 regarding preventing KY from seceding.
I'm certain Lincoln knew his numbers backwards & forwards.
The Border States of Kentucky, Missouri & Maryland could have, potentially, added half again to Confederate armies, increasing their totals from about one million to 1.5 million and reducing Union totals to just over 2 million.
Given the well-understood advantages of defense, military doctrine long insisted you needed three-to-one numbers to be sure of victory, and as it turned out the Union had about 2.5 to one overall -- barely enough.
But if we theoretically increase Confederate armies by 500,000 from Border States, and reduce the Union that same amount, now the ratio is only 1.3 to one, not nearly enough to insure Union victory, especially considering the weaknesses of some Union generals.
Of course it's not that simple, but still Lincoln had every reason to believe Border States were key and Kentucky key to the Border States.