th has two different pronunciations in English , going back to Old English. Any sensible language (like Welsh) would have different orthography
-n/a---n/a---Modern Irish/Modern Gaelic
With is a poor example, because some people, especially in Scotland, rhyme it with sith. Bath is a poor example because some people pronounce it with the same th as in bathe (when it is a verb meaning 'bathe').
English the has the wrong vowel as well as the wrong consonant - i.e. it is 100% wrong!
So Welsh the is pronounced as in thespian not as in then or the.
I looked up prefer in Merriam-Webster, an American dictionary, and it gave three examples with to and none with any other preposition. Unfortunately it did not explicitly state what prepositions could be used but this suggests that to is standard in American English. Has anyone got any better evidence or knowledge of where or when different prepositions are used?