No. "With", like "by" and "beside" is a symmetric preposition. What this means is: if A is with B, then B is with A if A is by B, then B is by A if A is beside B, then B is beside A. This symmetry is an unusual property for a pronoun to have. I don't know if there are any other examples. "To" is definitely not symmetric. For this reason, "with" and "to" are not interchangeable.

associated to - does not sound natural in spoken English.

Hi Robson I believe there's a cultural issue here. In Portuguese, they would be interchangeable. In English, we use: "associated with" and "related to" For instance: GDP index is related to the country's economy. GDP index is associated with the country's economy. In the sentences above, "related to" and "associated with" would be interchangeable. There are nuances to it though. Subtle nuances, but yes there are. Cheers.

Not really, "associated with" is the most commonly used phrase by far and "associated to" sounds wrong even though it is occasionally used. It is much more natural to say something like "I don't want to be associated with John because he is a bad person."

The upshot is that it is ALWAYS better to say "associated with" than to say "associated to". "Association" is a symmetric relation because if A and B are associated, then B and A are associated. A symmetric relation needs a symmetric preposition like "with". Here's a typical example of a sentence using "to": "These symptoms are associated to dust mite allergy." That sentence is not wrong, but "with" would have been a much better word. When people say "associated to", it is likely that they shouldn't even be using the word "associated". A better sentence would be "These symptoms indicate dust mite allergy."