The 'to', as you say, is a preposition, not related to the infinitive verb. The -ing forms are gerunds.
''We are one step closer to finding the killer''
I'm going to make it easier by making the preposition something other than "to", in order to divorce the concept from the "to" of the infinitive.
"We are one step further away from finding the killer." This is exactly analogous.
"We should think about finding the killer."
"We should be concerned with finding the killer."
Can you see how 'find' doesn't work in these new sentences? And that 'find' is not an option because 'to' is not an infinitive marker, but part of the phrase "closer to"?
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