That's not grammatically incorrect. They are asking you to either agree or disagree, then providing you with multiple choice answers which either agree or disagree with the statement provided.
"My character felt powerful."
- not at all (statement of strong disagreement)
- slightly (statement of slight disagreement)
- somewhat (neutral)
- quite a bit (statement of slight agreement)
- very much (statement of strong agreement)
There is no confusion about what the statement "not at all" would indicate, in context, versus the statement "very much."
edit: The only problem that would arise is if they had asked, "On a scale of 1 to 5, how much do you agree or disagree with the following statements?" because they have not set the parameters of what 1 is meant to indicate, and what 5 is meant to indicate. Here, though, you know that a 1 is "not at all," and 5 is "very much," so there is no ambiguity.
-Travail.