“Too bad the Emancipation Proclamation freed no one.”
So it freed no one on January 1, 1863. But it did free thousands as soon as the Union army occupied Confederate held territory. Prior to the Emancipation Proclamation, some (but not all) Union commanders felt legally compelled to return runaway slaves to their owners, the Fugitive Slave Act was still the law of the land.
As the war and the Union Army progressed, the Emancipation Proclamation did, in fact, free most (but not all) of the slaves in the United States. The 13th Amendment freed the rest, although by the time it was passed, most Union slave states had already abolished slavery.
It did not free slaves in Union held slave states like Maryland, Kentucky, Delaware and Missouri. The proclamation only applied to states in rebellion.