The frustrating thing about comparisons is that often there is more than one comparison structure that would be correct. For example:

Pizza tastes better than salad.
vs.
Pizza tastes better than salad does.

These are both grammatically correct. In the first example, we're comparing nouns, but in the second we're comparing the act of tasting. Because the meaning is the same in either case, the "does" is not necessary in the second example.

There are times when a verb is necessary in a comparison, though. Consider:

I want to eat a hamburger more than my dog.

Well, this could mean that I want to eat a hamburger more than my dog wants to eat a hamburger, or it could mean that I want to eat a hamburger more than I want to eat my dog! I'd need to add something to make it clear whether "dog" is the comparative subject or object:

I want to eat a hamburger more than my dog does. --> My dog also wants to eat a hamburger.
I want to eat a hamburger more than I do my dog. --> I want to eat my dog.

If we need to make clear whether we're comparing a SUBJECT or an OBJECT, then it's necessary to include more.

In your example, without the TO, we might be saying:
the panda is more closely related to the raccoon than [the panda is related to] any member of the bear family
or it could be:
the panda is more closely related to the raccoon than any member of the bear family [is related to the raccoon].

Because there is ambiguity, we need the TO here to makes things clear.