Missed Confederate opportunity

Been reading John Keegan's Civil War. Keegan spends a good deal of time discussing strategy, as in what strategy would win the war. Keegan points out that Confederate forces in border state Kentucky could have attacked Cincinnati, and pushed north thru Ohio to Lake Eire, cutting the Union in half. It's only 150 miles from Cincinnati on the Ohio River to Toledo on Lake Eire. As far as Keegen can see, the Confederates never thought of this strategy. The closest they came was Lee's invasion of Pennsylvania, which could have threatened both Washington and Baltimore. It resulted in the battle of Gettysburg, a Union victory. Had Lee prevailed at Gettysburg, he would have been in a position to do the Union great harm.
Keegan is making the point that the successful Civil War strategy involved cutting the opponent into pieces. Grant and Sherman's capture of the Mississippi cut Texas off. Sherman's march to the sea cut the remainder of the Confederacy in half.