The US Embassy refused a visa, especially in West Africa

Hello. I have been traveling to the United States since 2013 with my family. During my trip, one of my daughter was born there. I paid all the medical bills, I received a letter of the balance of the hospital without pay and I did not stay offense, do not seek funds from the parastatal organizations of the government.
Now we have created a deposit box for Visa renewal. After about three weeks, we were advised to have a follow-up interview under 221g. We went to the embassy and they interrogated us. informed that within two weeks, the passport will be ready for recovery. When we retrieved the passport at the DHL office, the visa was refused, stating that we no longer had any proof of our return.
In fact, I do not believe it because I have traveled to more than 6 countries in the last 10 years. As a sailor by profession, work allows me to travel the world.
Now, my daughter has felt cheated. She is a minor and can not travel alone while she has to follow up on her vaccination as well.
Whatever the case may be, I decided not to apply anymore and once an adult, she will do what she needs.