In a nutshell, just to sound better. "a" = to would be difficult to distinguish since "alcuna" begins with the same vowel. Therefore "d" is added to form "ad" = to

Similar thing happens when you have "e" before a word that begins with a vowel (Donne ed uomini)

Using this "euphonic D" is optional, but recommended when encountering identical vowels or when certain phrases simply sound better: "ad esempio. ( = for example)"

check this for more information: http://italian.about.com/od/grammar/a/aa091708a.htm