As FumbleFingers's initial comment proposes, I think that what we have here is simply an idiomatic expression—one that goes back more than 200 years. From a 1799 translation of August von Kotzebue, The Corsicans, serialized in The Lady's Magazine or Entertaining Companion for the Fair Sex (June 1800):
Natalia. Where is he going to?
Rose. O! I do not know— the world is wide enough to be sure.
From an 1800 translation of August von Kotzebue, The Wild Youth:
Frederick. Who are they? what are their names? where are they going to? how long will they stay here?
From Cobbett's Parliamentary Debates (March 3, 1825):
It was imputed, that this text [the 68th psalm, verse 28] was used as a sign by the Orangemen, when the fact was, all that Orangemen had to do with the 68th psalm was the question, " Where do you come from, and where are you going to?" and the answer, " I am going to the high hill of Bashan."
Interestingly, this excerpt from Cobbett's Parliamentary Debates contains one of the earliest instances in Google Books of "Where are you coming from?" too.
On the other hand, criticism of the expression goes back a fairly long way, too. From C. C. Long, *Lessons in English: Grammar and Composition* (1890):
Avoid the use of unnecessary words and phrases. ... We frequently hear such expressions as "I have got it," "Where is he going to?" "Where is my book at?" when "I have it," "Where is he going?" "Where is my book" are meant.
Perhaps what makes "Where are you going to?" sound a bit awkward to some listeners is the fact that it competes with the one-word-shorter "Where are you going?" in common parlance.
In contrast, no one is likely to challenge the phrase "Where are you coming from?"—in part because it doesn't have to fend off an idiomatic challenge in normal English from "Where are you coming?" But nothing inherent in the notions of going and coming makes one of them more directed than the other; that is, just as you can come from ("I come from Alabama with a banjo on my knee") or come to ("I come to you from another world") someplace, you can go to ("go to the devil, why don't you?") or go from ("where do we go from here?") someplace.
I wouldn't be at all surprised if the rise of "Where are you going to?" turned out to be linked to the rise of the allied "Where are you coming from?" (as in the Cobbett example above), but I have no persuasive data on that point.