Scenario 1861 is in its last Action Phase (Union forces have already finished their last Action Phase) of the Fall turn. The Confederates are desperate to gain VP as the Union currently holds 7 VP. The 2SP Rebs in Nashville look North at an empty Bowling Green and decide to invade Kentucky and occupy the objective town thus winning the game.
I don't think this would win the game for the CSA.
"During the End Phase award the Confederate player 2 VPs for each Objective Hex in a Northern State (not Border State) that the Confederate player controls."
Even though Kentucky would join the North upon invasion, it would remain a "Border State".