That statement is incorrect. The Emancipation Proclamation freed every slave still in territory held by the forces of the rebellion. It may have taken a while before many of those slaves could take advantage of their freedom, but that doesn't change the fact that they were legally free and were illegally kept in bondage by their former masters.
Lincoln had no authority to free slaves in the CSA. The CSA had legally succeeded from the Union. That’s like saying France has mandated that all workers in Spain will now receive double their wages. They have no authority to make such a mandate over another Sovereign State. It was a trick statement...just like Lincoln’s Proclamation. I can’t take credit for finding it. I was surprised when a Black History Professor told my class, that it was what had changed his entire perspective about the Civil War.