Sexual orientation IS a protected characteristic in the OP's state.
OP, if your niece believes that the SOLE reason she and her partner were fired is because of their sexual orientation, she/they can file a complaint with the state Human Rights Commission. Note that IF the other responders are right and there was a policy against employees dating, the claim may not go anywhere UNLESS they can show that there are straight employees who have not been fired for violation of the same policy.