Can a potential employer keep your job application even though you never accepted the job?

Question Details:

I went to a job interview and filled out a job application with all of my personal information on it. I then went home and did some research about the company and found out that it is just a scam. I went back the next day to get my application back and they told me they could not give it back because of the non-discriminating law. They said that they had to keep it on file for 2 years. Is this legal and how do I get it back?

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