Immigrant Former Service men and women refused Immigration status

I served in the army for eight years and although I did not see combat, feel like this should count towards some kind of preference towards immigration status. I was recently denied permanent residency and the mention of my service to the country meant nothing. When I enlisted in 1999, I had recently been granted asylum status and felt like I was doing a great service to the country by signing up for the military and standing in line to give the ultimate sacrifice, if need be. I did eight years and decided not to re-enlist but I feel like this should count for something. When i applied for permanent residency almost a year ago and mentioned that i'd been in the military, this was swept aside like it meant nothing. i was asked if i'd been to war and when the answer was no, then it did not m