KY was not the only state that did not follow its desire to leave the union. Maryland was also a Southern leaning state that did not go south because of a large number of Federal troops being posted in the state at a key point in the movement to leave the union. MD was a slave holding state and had much more in common with the South than the North. It would have been just a little sticky if MD had gone South as that would have forced Washington DC to move the capital north until the war was concluded. Hard toi have the North's capital right between two Southern states.
But most modern historians have lost the facts of the reasons for the Civil war. Slavery was a side issue that only later in the war took on major weight and no one really disputes that facts that slavery was dieing anyways. By 1880's slavery would have been a thing of the past. The south was cottoned out and slavery was a economic looser, not a money maker. The market price for slaves was in steady decline and had been for years. When a slave could no longer pay for their own keep the owners would have been forced to set them free and slavery would have died a natural death in 20 years as it did almost the world over. The land was ruined by cotton and tobacco with no great way to replenish the land with modern fertalizers, plus the mechinazation of industry and farming made cheap unskilled hand labor a thing of the past. It cost more to feed and cloth a slave than they could produce by farming.
It was about States rights and the attempt of a few states to stop the ever increasing centeralization of power by the Federal government that motivated most state to leave the union. The Civil War nullified the tenth amendment of the US constitution, that all rigths not clearly given to the federal government shall reside with the states. Now in fact, all power resides with the federal governemnt, not the states and too often a case with the courts not the legslative or executive branch. Our founding fathers would not be amused. Thank goodness those old slave owners are all dead.