"The unsecured nature and ease of connection to public Wi-Fi hotspots increases the risk that unauthorized persons can access your phone, laptop or other device or your communications over the Wi-Fi network. Wi-Fi customers should take precautions to lower the security risks. If you have VPN, AT&T recommends that you connect through it for optimum security."
So there you have it… AT&T recommends that you use a VPN for "optimum" security.
But wait! AT&T Wi-Fi? That's on the way out… coming soon: Google.