Hi,
This is totally normal that AT2 generates headerless files. Remember that most of us will include it in sources, as binary or not. Plus, AT2 being cross-platform, headers are different from a machine to another.
What you must do is use a software to add a header. You can use Hideur Makeur from Downwater (there is a GitHub somewhere, quite well hidden, but I can’t find it right now). Or there seems to be AddHead:
https://www.cpcwiki.eu/forum/applications/addhead/msg187477/?topicseen#msg187477
I never used it, but it should do the trick.
You can also use ManageDsk from Demoniak. Create a DSK, drag’n’drop the file inside, it will ask how to import it.
Another possibility is to open the Monitor in Winape, and load the file directly in memory, then save it again with the Basic command (but it is probably faster to use ManageDsk!).