BUG: Changed .at to not set values that do not exist yet in a DataFrame #48323
- [ ] closes #48323
- [ ] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Does this overlap with https://github.com/pandas-dev/pandas/pull/48362? If so I would recommend allowing @johannes-mueller to continue with that PR first > Does this overlap with #48362? If so I would recommend allowing @johannes-mueller to continue with that PR first

In that PR, @johannes-mueller  stated that if the behavior was made so that `.at` can't add new rows or columns that his PR shouldn't be merged because it is superfluous.  I've linked this PR to his PR so that a decision can be made on the final outcome. > From #48542, I think this needs deprecating. It is documented in the User Guide, so it would be a breaking change.

@rhshadrach How does the deprecation process work in Pandas?  Is there something I should do, or does it just mean that someone else needs to announce the change before accepting my PR? (Note that my PR does include a change to the user guide to make it more accurate.) > How does the deprecation process work in Pandas?

The behavior that is to be deprecated needs to raise a `FutuerWarning` with a message informing the user that the behavior will change. If possible, it is good to give alternatives (e.g. `pd.concat`) in the message. We then wait until the next major release to change the behavior. This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. Closing as stale. @srotondo - if you'd like to pick this back up and deprecate the behavior, we can reopen.