I think you are conflating some issues here. Principally jurisdiction. In a state that does not specifically define sexuality as a protected class, a person can still file a complaint in federal court claiming they were discriminated against on the basis of their sexuality. So nation wide sexuality is a protected class. (The supreme court has upheld this numerous times lumping sexuality in with sex discrimination) https://en.m.wikipedia.org/wiki/LGBT_rights_in_the_United_States#Anti-discrimination_laws_.28and_lack_thereof.29 (I would refer you to the last sentence of the fourth paragraph where title 7 is mentioned)