At Cologne
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"Welcome at Cologne Airport," said the co-pilot of my flight as we taxied in to the gate and my current visit to Germany began. And of course what he said is ungrammatical.
"Arrived safely at Cologne Airport," said my email to my partner a few minutes later; and of course what I wrote is grammatical.
Aren't languages unfair?
Lesson: It's not the meaning that determines the appropriateness of a particular preposition with a particular verb. "At Cologne" has a perfectly good meaning, and denotes where I am as I write this post. "At Gate C72" is grammatical as well, and denotes my exact location. Why shouldn't I be welcomed, with at Cologne as an added complement of the verb?
The problem is that each specific verb will have certain idiosyncratic demands regarding the particular prepositions it will accept as the head of its preposition-phrase complement. Arrive allows at or in (among others), but not (for example) to or into. And Welcome allows to, but not at or in.
You arrive at or in a place, not to a place, but you welcome someone to a place. That's just the way it is. Nobody promised you a rose garden: nobody guaranteed that languages would be easy or fair or logical or commonsensical. They are simply as they are. Deal with it.
And that's deal with it; *deal to it and *deal on it are ungrammatical. Don't complain to me: I didn't invent English; my job is simply to describe it.
[Note: As people are already pointing out to me by email, welcome is special, not like other verbs. Quite right. It is allowed, in a special idiomatic way, to function as a performative clause on its own, with no subject and no indirect object. However, the preposition selection in Welcome to Cologne is exactly the same as in I hereby welcome you to Cologne: you can't use at. Since they were calling my flight to Leipzig, I didn't take the extra time to point that out above.