Generally speaking its best to avoid ending a sentence with a preposition. That can’t be a hard and fast rule (as in NEVER) because there are exceptions where it makes sense.
However, this is not one of those cases. The primary reason for not using “at” in this instance is because it’s redundant.
Just plain “where are you?” needs nothing else to make it a complete sentence.
And that’s also a good rule of thumb to determine whether a preposition is necessary at the end or merely superfluous. If it makes sense without the use of the preposition then leave it alone.
(Just as a quick example of how this could apply in real life would be if you asked Diana Nyad “Where are you swimming to?”) Leaving off the preposition at the end changes the meaning of the inquiry significantly so is necessary rather than redundant.
But in most cases, a preposition ending a sentence is superfluous. It merely serves to make one sound unaware of normal grammar.