Just because it hasn't happened to you or someone you know, doesn't mean it doesn't happen. I once had a boss who would make it a point to mock Christianity every time any time I came around and looked for excuses to yell at me in front of other employees. I didn't try to sue the guy or say I was persecuted, but that is discrimination in the form of a hostile work-enviroment. I spoke with his supervisor and never had another problem.
Sorry, not sure why I included anecdotal evidence in that post. I guess I was rushed and just put whatever was on my mind. That said, your piece of anecdotal evidence is just as faulty as mine. =P
In any case, discrimination of any kind happens all around. That doesn't mean that people who are victims of discrimination are persecuted. As you said, if your boss was being a jerk to you because of your faith, that just makes him a bigot.
Persecution is different from simple bigotry, however. Persecution is essentially institutionalized, socially-acceptable discrimination. In your example, if your supervisor (or any other higher-ups) condoned the way your boss treated you because of your faith, that would fall under the definition of persecution.
What I'm trying to say here is that people who say that they are persecuted as Christians are using the wrong terminology.
Discriminated? Sure, because discrimination happens under all cases, however isolated they are.
Persecuted? Absolutely not. If anything, being a Christian is encouraged in this country.