Hier is always closer to you, than Da. Like here and there. An example: you are at a police station and get interrogated. The police officer finally pulls a piece of evidence out of his pocket, holds it in his hands and says: Wollen sie hierzu etwas sagen?
And you cross your arms, look away and answer: Nein, dazu möchte ich nichts sagen.
Colloquially I would say, we use "dazu" more frequently.
Was sagt man DAZU.
DAZU fällt mir nichts mehr ein.