Because I doubt any Pole ever would use „jestem w pracy” to mean it? „Pracuję” would work, „jestem (teraz) zatrudniony” would be the 'extra-formal' way of saying it, but most Poles I know would simply go for: „Mam pracę”(lit. 'I have work').
„Jestem w pracy” really just means 'I'm at work'.
„Przy pracy” denotes something different: the act of work, the act of doing one's job.
The most popular colocation is: wypadek przy pracy -> accident at work , accident related to work, work accident
Or something like this:
5 najczęstszych błędów przy pracy z Photoshopem -> 5 most frequent mistakes when one's works with Photoshop.
Asy czarnej giełdy przy pracy -> The Aces of black stock exchange [seen] as they are doing their work.
Similarly, a book „Fedegraphica: A Graphic Biography of the Genius of Roger Federer” was titled in Polish: „Roger Federer Geniusz przy pracy” -> Roger Ferered, a genious [seen] as he does his work.
Zapewnienie odpoczynków tygodniowych przy pracy na zmiany -> Assurance (?) of weekly rest periods for work performed in shifts.