At will = Kiss butt to get ahead or keep your job.
Even if you do an outstanding job but your boss doesn't care for your: politics, religion, opinions, appearance, etc..., you're gone. Yes, it may be illegal in some regards, but all that needs to be done is some bogus kind of excuse and then it's up to you to try to prove it.
Great way to live when you have standards, go along to get along. I've seen some real shady politics and backstabbing over my career and I've seen some very good people that were targets of personal vendettas saved by civil service and the union.
Nothing in life is perfect, but having some recourse because your boss woke up in a bad mood and didn't like a comment you made and wants you gone is very worthwhile.