A poor word choice, I grant you. The Governor of Kentucky did refuse to raise said requested regiments. The Union and Confederate "Kentucky" regiments were formed without approval of the Commonwealth, without oversight from its officials, and weren't permitted to be raised within the borders of the Commonwealth.
Lincoln's "call" for volunteers asked Kentucky for four regiments, which Governor Beriah Magoffin refused. This refusal was [nominally] honored and permitted, with "creative" ways put into place to circumvent it. (the aforementioned regiments raised outside of the state of men who traveled to that state to enlist)