A thought that comes to mind regarding this issue is that much of this seems to be a consequence of a general failure in society in coming to terms with its own history, both in the positive and the negative. Part of this is the result of generations of Americans being spoon-fed a kind of "whitewashing" of history based more in mythic, idealized views of America and Americans.
In a way, the "Lost Cause" approach to Civil War history also served Northern interests to a large degree. It's probably the reason why "Confederate Heritage" was treated more as kind of a sentimental, folksy, regional peculiarity which was largely perceived as benign. Even if the Confederacy had been considered treasonous, once they were defeated and no longer a threat, they were once again "part of the family" and granted certain indulgences. Even their songs, flags, major personages, monuments, etc. were absorbed and assimilated into the overall tapestry and mythos of Americana.
All the North really wanted was for slavery to be ended on paper. They ostensibly had no issue with segregation, racism, or white supremacy, since the North was largely of the same mindset anyway. The Northern cause was about preserving the Union, followed by an orderly reconstruction and an amicable reconciliation, which is what the Union government wanted. The Northern industrialists also got what they wanted in the ridding of the outmoded plantation economy, along with a free hand in the West, which would remain "wild" for the following few decades. (The Wild West was also woven quite heavily into the same tapestry of American folklore.)
It would seem that whatever they're trying to do in Mississippi with this "Confederate Heritage Month" likely has very little to do with the history of the Civil War itself, but possibly the history after the Civil War, even including recent history up to contemporary politics.
I suppose a Northern state could respond by proclaiming a "Union Heritage Month," but I wonder what that would look like. Or maybe we could have "American Heritage Month" (if we don't have one already).