API/BUG: Inconsistent errors/msgs between loc vs at

```
df = DataFrame({"A": [1, 2, 3]}, index=list("abc"))

>>> df.at[0]
ValueError: At based indexing on an non-integer index can only have non-integer indexers
>>> df.loc[0]
TypeError: cannot do label indexing on <class 'pandas.core.indexes.base.Index'> with these indexers [0] of <class 'int'>
```

I would expect these to behave the same.