Sung out along with the tune, it makes a lot more sense with the word "that" in there, imho. "At" does become a grace note in this context, which works because the word "at" by itself doesn't deserve any stress (unless you are making a direct comparison to the use of a differing preposition, which I don't think is happening here).
Okay. I learned my lesson. I will have to leave the songwriting to the experts.