A perfectly normal use of 'at least', and yes it does need some punctuation.
The reason is that there is a conceptual difference between the main clause and the 'at least' phrase. The 'at least' phrase places boundaries on the discussion and stops other people using arguments outside that scope. They can argue that boundaries are inappropriate but they have to extend the boundaries in order to do that.
For instance we could say "two straight lines perpendicular to a third line are parallel and cannot meet, at least not in Euclidean Plane geometry". Any argument against that would have to introduce spherical, Poincré or other non-plane geometry and if you were talking about marking out a domestic plot or cutting up pieces of card then plane geometry is the best one to use, even though the housing plot is a tiny piece of a (nearly) spherical surface.