Read about the Fugitive Slave Law, the Gag Rule, the Dred Scott decision and the Missouri compromise.
That you see similar forces at work today does not mean that slavery was not the cause then. There are still interests that want to restrict other people's freedoms - today those interests are Corporate rather than slaveocrats, but they're both driven by the same thing - greed.
Different forms of the same thing should only highlight the cause, not obscure it.
BTW, I am a native Kentuckian whose ancestors were among the earliest settlers in both KY and TN, some of whom were even slaveholders. So none of that 'we poor Southerners, the Yankees were such meanies' stuff is going to fly with me. We Southerners and our ancestors (as a group) have as much guilt for what happened as anyone.
But back to your question: There were lots of Union troops in the Paducah area - it was a main staging area for Union troops. Literally *hundreds* of regiments passed through there on the way south.
Once again, I ask what documentation you have. As the other poster said, there were Union guerillas as well as Confederate guerillas in the area (that part of KY was a hotbed of guerilla activity). It's also possible that the culprits might have been Home Guards, if your relatives were Confederate sympathizers, or suspected of being such. I'm not sure what you'll be able to find out if all you have to go on is family tradition. Are there contemporary newspaper accounts?
I don't know if there's a Marshall Co. Historical Society, per se. You can probably find out online. If there isn't one, try checking with the KY Historical Society in Frankfort or the Filson Historical Society in Louisville.