Like the others, I'd also regard the "to" as extraneous. That said, once again, I can think of examples that might be exceptions to this generality.
Let's say I'm going to the market. Linda offers to go with me, but I tell her that she needn't feel obliged. However, there's one tidbit of information I'm unaware of: her pantry is low, and she needs to buy food anyway. The conversation might go something like this:
J.R.: Well, I'm off to the market.
Linda: Oh, I'll go with you.
J.R.: No, that's okay, you don't have to.
Linda: No, I need to go – to buy food.
J.R.: Oh! You need food anyway?
Linda: Yes, I do.
J.R.: I see. Let's go then.
I realize that I've changed the punctuation – some might call that a foul. However, in conversation, you wouldn't hear the dash, although Linda might insert a pause just before she clarifies why she needs to go.