You're likely to get round-filed without an ATP, if you're applying for a pilot position. Not necessary if you're looking for an FE position.
Getting your ATP is a basic qualification. While Kalitta could certainly get your ATP for you during your type ride, there are plenty of applicants out there who already have the ATP. If you're not competitively qualified, then there's little surprise you haven't been called for an interview.
Did you pay for your private pilot certificate? For your commercial? Why not for your ATP? It's not like you're paying someone for a job. This is a basic pilot certification. It's all good and well for an employer who really wants you to provide the ATP for you while doing a sim check, but don't expect it, and you won't get that chance if you're not competitive for the job.
Think of it this way: if most other applicants come to the table with an ATP and you don't, what other qualifications do you have which will help you compete against them for the job?