Alpha privative was regularly short in Ancient Greek, as shown in Smyth (1920) §885 (a long vowel would have been written with a macron, rendered on the Perseus website as an underscore after the vowel).
Alpha from PIE syllabic n was short as a general rule.
Wiktionary states that ἀ- was treated as long in poetry "when added to a stem that begins with three short syllables", as in ἀθάνατος. That distribution seems a transparent result of poetic license; I don't know however if the long-vowel variant of the prefix has any origin in archaic alternative developments (as poetic variants often do).