In the wider context, I believe that as I said that this quote is a paraphrase of a more detailed conversation between the Peace Delegates and Lincoln. To whit IF lincoln allowed the South to secede it would set a presidence that other states could follow and if enough states (northern or western state) did secede for their various reason, then where would the U.S. get its revenue to operate effectively. That is the reason I believe that you can't seem to find that exact quote in any of Lincoln's papers.