'there' is not a noun and and not a specific place.. it's like pointing in a direction
(I know in some languages they are, eg; Japanese, Korean) so, you can't go 'to' there.
'home' is similar, and actions like 'shopping'
go to the bank, go to school, go to France, go to the mall,
go home, go there, go shopping, go out, come in, come here.
:)