I think you need to think 'outside the box'. An example being my ggrandfather. It really depends on the documents you are working with as to where from. I have a german passport from the 1850's , Kingdom of Hanover. and from Embden in Hanover. and all census say Hanover. Marriage cert, says from Embden, Hanover . and even though the german passport was from late 50's , and he was naturalized in early 50's, a trip to US via a ship and sharing cabin with his sister is his last trip in to US in 1860's.
He did come first in 1848, a sailor landing in San Francisco and went gold mining with others. naturalized, however returned to GE via ship (unknown & likely worked himself back to Germany) to get sister. Obviously not disclosing to german authorities he had become a naturalized citizen of US.
While your ancestor may have belonged to Lutheran church in US and it wouldn't be the first time a male or female changed religion to suit the partner. He may just be listed in the protestant records in GE. as some churches were called German Reformed and other religions were being formed, as baptist and methodist in germany.
You don't give the ages of the children of the 1860 census and that could determine whether some children were born in Germany or all US (as state given). I would still be looking for a marriage certificate in the US, and giving consideration that he may have married a worman (maybe a widow) that may have brought children with her into the marriage and taken his last name. A marriage certificate could be found in Ohio or in Missouri.
Many foreign persons (male usually) came to US and worked , returned and brought back families, or worked and never returned, but sent for families.
There is seldom an end to records. Finding them and what would help is a major problem we all have. My best help came from finding cousins,1st and second , putting heads together, discussing all the past family lore that was handed down, some had more then others. With hope, maybe there is a Will. & even Lutheran church records to cast light on subject.