On AIR21.
The Captain wasn't fired in an instant. He supposedly had several conversations with Allegiant after the incident, and he was fired after "repeatedly" stating that he would again evacuate the aircraft if presented with a similar situation in the future.
During this period, if he felt pressured by Allegiant to abandon his PIC obligations under FARs or face disciplinary action (likely including termination), then he could have formally filed a with the FAA about his safety concerns, and give notice to Allegiant of this complaint.
By doing so he might have gained AIR21 protections in addition to other remedies available to him.