Do American immigrant visas need supplementary materials to prove that they failed?

It can't prove anything, only that when you submitted the materials for the first time, the evidence in it was incomplete, which could not convince USCIS that the information in it was enough to prove and support whether the conditions for your immigration were completely met. So you need to continue to prepare the information they need as sufficient evidence according to the notice they give you, and then mail it to the designated immigration address. When USCIS receives your supplementary materials again, they will update the website again, saying that they have received your information, and then accept it again. From the day they receive the supplementary materials (the official website website of the Immigration Bureau is updated), they will give you the result within 60 days, whether to pass or continue to ask you for supplementary materials. If the website has not been updated for more than 60 days, please call USCIS official website for manual service.