From all the hassle at&t users have with their email accounts, you'd expect them to use something else instead.
There is no immediate danger if you don't confirm your email address. There might be in the future though, as we keep expanding our anti-spam and vandalism mechanisms. If this happens, I'll try to remember this situation and offer AT&T users an alternative.
But I have to stress that the problem is not on our side but on AT&T's. If they are unable to fix it after you explicitly contacted them about it, they might not be the best choice of email provider.