One possibility is that they were set free upon the death of their enslaver by the terms of his will.
For example, I have a Georgia will from about 1855 when the man, William Zeigler, specified that one slave ("my Slave Woman") be allowed to choose her own trustee, and his Executors were directed to take her children to a state where the laws would tolerate their Manumission or freedom, and set them up with teachers, board and lodging, clothes, money, and advanced education for the only boy. An Executor was assigned to each of the children as Guardian. The family showed up in Ohio and then returned to their home in Georgia after the Emancipation Proclamation. They could have returned with their free papers [Source for will: Will of William Zeigler, Probate Court, Crawford County, Georgia, after 11 Jun 1855]