Some like Lee did just that, and for that very reason. Ironically Grant owned slaves until the war ended.
Inaccurate, or at least incomplete.
Grant owned one slave, apparently a gift from his wealthy father-in-law. He freed him in 1859, at a time when he desperately needed money. He was probably worth at least a year's income for Grant. It is unlikely Lee freed any slaves at such great personal financial cost.
Grant's wife had several slaves who helped around the house. It is not known who held legal title to them. It may very well have been her father, but in any case it wasn't Grant. She stated in her memoirs that they were freed by the Emancipation Proclamation, which of course was inaccurate.
http://stason.org/TULARC/history/civil-war-usa/30-Did-U-S-Grant-and-R-E-Lee-both-own-slaves-and-free-the.html