'Sex At' implies a one sided sexual encounter in which one person is having a much better time than the other during intercourse. Possibly while drunk. Can also relate to 'Jackhammering'
The other use of the term 'Sex At' is in relation to having intercourse for revenge or in an attempt to upset an acquaintance or ex.
In this regard, it is entirely possible to have sex 'At' someone without any intercourse taking place between you and the person you are having sex 'At'.