atd runs the job with the output streams attached to a file in /var/spool/at/. When the job completes, atd forks, closes all of its fd's, and opens that file, so that it is attached to fd #0. Now, with only fd 0 open, it forks and execs /usr/sbin/sendmail.
... Only if the command generated output. If the command did not generate any output, nothing is mailed directly by at.
Solution: manually pipe your command's output to sendmail. Before that, use shell's redirection to attach /dev/null as the default stdin/stdout.
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