Sorry if this has been corrected in the last 7 years....but that was Delaware, Maryland, Kentucky, and Missouri, and after 1863....West Virginia...technically the 5th....My impression is that WV wasnt getting the representation that it wanted in Richmond and that they seceded because they wernt as dependent on Slavery as the other side of the mountains.
Two points:
1) The Proclamation was written in September, 1862, to take effect the following January 1 to apply to states, or parts of states, then in rebellion. That was a fairly static period in the war, but in a more relaxed (or litigious) time it would have been difficult to figure out whether it applied to some areas.
2) To clarify what was meant, as I recall the proclamation contains a county-by-county breakdown of Louisiana and Virginia. The Union generals in the West had undertaken a mad dash to take control of the Mississippi River in the first weeks of the war, thereby cutting off the CSA's only reliable land supply routes, and cutting off Kirby Smith's Trans-Mississippi Department, which meant taking New Orleans and several surrounding parishes. Additionally, for some reason the CSA didn't see any point in defending Portsmouth and Norfolk, Virginia, so those areas had been in Union control almost since the beginning of the war and were considered loyal, so they could keep their slaves.
But to continue in the spirit of the thread:
Over-rated: Erwin Rommel--He did spectacular, but ultimately futile, things a long way away from Hitler.
Under-rated: Friedrich von Paulus--He did small, but ultimately futile, things with Hitler on his back, and he testified for the prosecution at Nuremberg.