Historical immigration patterns are probably responsible:
In [North-Central American English], the preposition with is used without an object as an adverb in phrases like come with, as in Do you want to come with? for standard Do you want to come with me? or with us?. In standard English, other prepositions can be used as adverbs, like go down (down as adverb) for go down the stairs (down as preposition). With is not typically used in this way in standard English (particularly in British and its clone Irish English because of being distinguished as the original form of the English language), and this feature likely came from languages spoken by some immigrants, such as Scandinavian... German.. or Dutch... all of which have this construction, like Swedish kom med.