It's not what you need to leave the US, but what you need to enter Brazil that's at issue. I don't know if Brazil publishes anything online that explains their entry requirements to airline staff, though a Google search with some familiarity of Portuguese may be fruitful.

Take a look at this website from IATA. My understanding is that the data on that site is pulled directly from the Timatic database that airlines use to determine documentation requirements for various countries. If Timatic says your documents were sufficient, I'd say you'd have some grounds to complain.