I agree with Kathie that this is clearly the wrong William McCullough to be Caroline's father. The possible connection seems to have been made because they both had a connection to Steubenville, Ohio, but Caroline did not live there until the very end of her life (after 1880) and William might have briefly lived there in 1840. There is no indication that this William ever lived in Virginia where Caroline was born and lived most of her life - he lived in Pennsylvania before coming to Ohio. There is a Nancy McCullough in the 1840 census who is a free person of color living in Hampshire County, Virginia where Caroline lived that seems more likely to be Caroline's parent.
I'm going to go ahead and disconnect them and update the research notes on their profiles. There are other connection points for Dr. Henry Louis Gates, so everyone will still be able to find their connection to him, it might just be a longer path.
Thanks for bringing this to our attention Shirlea!