The Emancipation Proclamation did not apply to border slaves states Maryland, Delaware, Kentucky and Missouri because they were loyal to the Union. Also exempt were certain southern territories that had come under Union control. This was an attempt to gain the loyalty of whites in those territories.
The only areas that it applied to were those states still fighting the Union.
Which makes of it a cynical tactic. It's release was intended to aid the war effort and rally support for a very unpopular war. It was such a transparently fake attempt that even Lincoln's own secretary of state criticized it.
William H. Seward said:
"We show our sympathy with slavery by emancipating slaves where we cannot reach them and holding them in bondage where we can set them free."
In the case of Maryland, such loyalty is in question. The State was occupied by Northern Militias before the Bill of Secession could be voted upon. These States were more accurately called Border States, and I prefer the term "Occupied States". Keeping slavery alive there ensured farm produce for the invaders.