Why? Suppose I come to someone, and he asks: "What are you doing here?" - "Some circumstances have led me to you."
That's fine. If the meaning of
lead is something like 'take from point A to point B', then
you is clearly point B. (I'm going to call point B the 'destination'.)
Another example: "The chain of evidence led the detective to Mr. Johnson living on the second floor."
This is not. What exactly do you want the destination to be?
Mr Johnson or
Mr Johnson living on the second floor? The former makes good sense because we often use a
person as the destination, though if that is the intention, you ought to either end the sentence or place a comma immediately after the destination. The latter seems to intend the destination as a
proposition, ('Mr Johnson lives on the second floor'), (or rather, the truth value of a proposition), which doesn't really work because we don't normally use propositions as destinations. It would be much better to rephrase the thought to include the proposition stated clearly—for example,
The evidence led the detective to believe that Mr Johnson lives on the second floor or
The evidence led the detective to discovering that Mr Johnson lives on the second floor, or something like that, where the destination is a
state of knowledge rather than the truth value of a proposition.
Also, think about the wider context of the utterance. When talking about detective work, we imagine that the evidence that you're talking about consists of a set of clues that leads like a trail to the identity of the accused person. I think most people reading this sentence would be thinking that the detective has been looking for somebody, that person being Mr Johnson, who just happens to live on the second floor. With the proposition as destination, you'd have to read it that the detective has been trying to solve specifically where Mr Johnson lives.