Actually it was signed in September 1862 and went into effect January 1863 but that's not the point. Slavery officially ended in the southern states the same time it ended in Kentucky and Deleware, December 1865 when the 13th Amendment went into effect. There is no reason to believe that some of the slaves that had been held in areas exempted by the Emancipation Proclamation were not still in bondage at that time.
It was a "preliminary" in 1862, with a promise to leave slavery untouched in states that came over to the North -- so if some states had come over, the listing of areas where it applied would have been different--.
Mentioned and referenced in post 75.