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Now, I am not an expert on this subject but I kind of know the basic answer to your question. I just might not do the best job at explaining it...

It is because of thematic relations

If you consider the difference between the following examples it might make sense:

a. Don't throw that at me b. Don't throw that to me

In example a, "me" is the direction In example b, "me" is the recipient or experiencer (it's a bit hard to figure out exactly which one it is but it doesn't really matter).

This is the same for your examples. Essentially, one yells in a direction (such as towards something or someone), whereas one speaks to a recipient or experiencer.