Businesses have pushed heavily for at-will employment; this means that businesses don't need to say why people are fired.
So they don't have to write down why you were not hired, nor why you were fired.
So you have to prove that you were not hired/or fired for being in a protected class. This is extremely difficult short of a recording of the interviewer saying e.g. "so you're pregnant?" => can possibly argue discrimination, but it's still difficult. This kind of stuff works in a panel interviews or bad work environment when you can compel testimony from other workers who would rather risk their job over jail... but doesn't work well in 1:1 or 2:1 situations where one or two people just need to lie to avoid the lawsuit.