In that case there is a human being who is legally responsible for the decision that is made. I have no problem with that. If the person is "just nodding", with possibly illegal consequences, that person can be sued.
Why not suing the bank? It always works, AI or no AI.
Well, if all the decisions are given to the AI, it's harder to establish mens rea. They can just claim they never intended to discriminate anyone but that it was only an "unfortunate glitch" in the system. Of course, this defense might not hold, but AI is a decent legal cover as it's more difficult point to any single person knowingly doing anything illegal.