I think you are asking if to go needs to be followed by a preposition to indicate the targeted location, and I say ‘Yes, I think so’ because a place is localized, ideally to a point, whereas going is a transition between points. An official explanation would probably relate to transitivity [1].
Putting to in front of the identifier of the destination implies a path. To go home is likely not an exception, because home is also a verb (as in homing missile), whereas to go [verb] is common. Although, to go to ask stackexchange does not seem grammatically wrong to me. I'd suspect the infinitive has been dropped in favor of clear distinction between this construction used with places or activities. To prefer losing the infinitive seems to be an affinity of the English language, as evidenced by a clear preference for the gerund for example.
[1] https://en.wikipedia.org/wiki/Transitivity
to. That'll do ! – ielyamani Feb 26 '17 at 15:04NSLinguisticTaggerin iOS can only categorize words being verbs/nouns/prepositions. So my workaround is this: lemmatize the sentence, look forgo, then see if it's followed by a preposition. Dropping the preposition (if any) from the rest of the sentence gives us the destination – ielyamani Feb 26 '17 at 15:31