The 'at' is not required. So, for the purpose of brevity, it is best to discourage its use. It also assumes that the location of 'mommy' is 'at' somewhere. In fact, she may be 'in', 'on' or 'under' somewhere.
Furthermore, 'at' is a preposition, and many do not like to see sentences (or questions) end is a preposition. I understand this to be a throwback to a Latin grammar ruling.