Isley said:

For the same reason the Empire had to penetrate the rebel planetary shield with the at-ats in the first place instead of just bombing the base from orbit : a shield generator is meant to stop laser blasts and the like from reaching their target but they can't stop solid moving things, including humans, to go through them.

But, again, AtAt's have no shields. The wookipedia (god that sounds dumb) page says that the only vulnerable spot is the "neck" which is unprotected. Yet they fire at the "body" of the thing.