Why are 'at least' and 'a lot' not single words?

You're certainly not the first to feel an urge to merge "a lot" into "alot." Maybe the most revealing question would be, why does it feel like "it should be a single word"?

It's easy enough to explain why these examples are two words. Take "at least": they're just two words, just doing their things. We might have said "at the least," or any other wordier construction using "at": "at the very latest," "at a hazard," and not feel compelled to merge these phrases into a single word. Similarly, "a lot" is, well, a lot, a noun in its own right, which came from the idea of a portion or share (and "a lot" has come to imply a large portion). We might use "a" with any other noun: "a multitude," "a plethora," etc., and not go around creating such mutant monsters as "abunch."

So far so good, but wait; many pairs of small words have successfully gotten hitched. "Some thing," "any thing," and maybe the most parallel example, "a while"—why do these get to be something, anything, and awhile, but the poor old alot gets mocked and persecuted? I don't have any better answer to that than... languages move in mysterious ways. Accepted usage is what we use and what we accept. Maybe the alot (and maybe even the atleast and atmost?) will have their day... someday.

They're not two words. They're spelled with a space, but that's just spelling, not language. Many languages don't space between words, or -- what amounts to the same thing -- don't consider "words" the same as English does.

Spaces and spelling are irrelevant to actual language. Would an illiterate English speaker think of at least or a lot as two words?