He comes to class at 9 AM. In the above sentence to class, the adverbial of place comes before at 9 AM, the adverbial of time.
Why is the below sentence wrong? **He comes at 9 AM to class."
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"come to class" is perceived as a verbal phrase. to class completements come which on it's own would be incomplete, and substandard in contrast to arrived.
You could as well say He arrived at 9 am in class, with both adverbial phrases.
This shows that your premisses is faulty and needs to be revised, when the remaining question why do we say … is too broad. Because we can, that's why. Can't we say He come at 9 to class? Hardly, that would be perceived as introducing a relative verbal phrase. * What was he to class about? How long was he classing? You might wonder. So, the pressumed word order is not available, because the semantics of to are restricted in this position. In other words, it is not idiomatic. That says nothing about the Why though.
PS: Indeed, I meant to argue elsewhere that come to is infact a lexical unit, but that's difficult. I'm concerned about German, in which seperable compounds like zugehen, da geht es zu, zukommen, hinzukommen offer more semantics to compare and extract an underlying representation of the surface form, that is not regularly recognized with the prepositional use: 1a) Ich komme zu dem Haus "I come to the house" 1b) Das Haus kommt mir zu "the house becomes mine". In thise usage kommen is proscribed for formal registers (and probably not only because of the vulgar connotation "to cum"), though ankommen "arive, venir" is formally regular (also seperable, ich komme dort an "I arrive there"). I want to argue that come cannot be simply reconstructed as *gwem- "to step"; on the one hand the participle prefix ge- requires furthervunderstanding to be excluded from the picture, though phonologicly it doesn't match well; yet, ge- from *kom- "with" well fits the semantics (cp. convene, come-with, zukommen, mitcommen, and derelict commitative, allative, illative cases, or rather aspects). Be that is it may, this Ansatz does depend on the notion of Proto-Indo-European preverbs and the difficult history of the Place-Words (cf. Brosch 2013). Therefore it has repeatedly been noted that preverbs were ordered rather freely, but are seen fixed in individual expressions. At that, I suppose, thethic and deictic, aspects play an important role (we know the place, only the time is new information). But, mirandering as I am, I have obviously no clear answer. Sorry. I merely hope to have shown that the question can be very difficult to treat with rigor.