During the Civil War, Kentucky was a border state, but they on the south's side "team" (they had slaves and wanted to keep them). During this war, the north and south had a war, known as the Civil War. Abraham Lincoln wanted Kentucky on his side, the north side. Kentucky was a border state, therefore he wanted it to be on the north's side since it wasn't completely in the south. I believe he says he must have Kentucky because it's another state on his side to help with this war, if that makes sense.