The linked article says that he sued under New York State law, and that state offers far more explicit coverage for sexual orientation and sexual identity and expression than federal law or most other state laws in the US do. Cases against employers are tricky to prove and expensive to bring to trial. Best case for him, in discovery, his lawyers find at least one e-mail message from one of his superiors to another indicating that the reason for criticizing his work performance and then terminating him is his gay expression or activism in the workplace. Highly-paid and well-educated executives actually do put things like this in their communication, ignoring the now-old adage that one shouldn't put anything in a message that he or she wouldn't want the whole world to see. Absent that, it's an uphill battle. While Goldman Sachs has deep pockets should he prevail, and the resources to offer a generous settlement without admitting wrongdoing, it also has the resources to make this a very expensive undertaking for him and his lawyers, and to drag it out for years.