Because he did not have the constitutional authority to do so. The president did not have that power. The EP was a military order and could be constitutionally applied only in areas in insurrection where Federal courts could not operate. It recognized slaves as enemy property used to support the war effort and therefore subject to confiscation from their owners. Only congress and the states via constitutional amendment or the states themselves through their legislatures could end slavery as Maryland and Missouri did before the end of the war.
By the "North" I assume that you mean those slaves in the states of MD, DE, KY & MO. There was no slavery anywhere else in the Union. While those four states remained loyal to the Union, they were not by anyone’s definition "Northern" states. The Confederates considered each of those states to be “southern” and each supplied men to the Confederate slave cause during the war. The Confederate congress even sat representatives from KY and MO and each of those states had a rump governor and legislature that met in Richmond throughout the war.
All these southron supporters forget that, unlike Jefferson Davis, Abraham Lincoln was constrained by a Constitution which limited his authority in most areas. Davis, on the other hand, ignored his constitution believing that he was the best authority on what was legal and what was not. Davis said, "...the true and only test is to enquire whether the law is intended to and calculated to carry out the object...If the answer be in the affirmative, the law is constitutional"