"We are at the international conference."
Translation:Jesteśmy na międzynarodowej konferencji.
Simply because we don't speak like that. "W" usually implies there is some building that you can be inside, but conference is not a building, it's an event. Note that English doesn't use "in" as well.
Of course English and Polish won't correspond 100% with the preposition usage, and also there will be some exceptions to the logical rule of 'being inside'.