God gives this instruction - "בא אל פרעה" - to Moshe preceding three of the Plagues: Frogs (Shemot 7:26), Dead Animals (Shemot 9:1), and Locusts (Shemot 10:1 - your question). According to R' Samson Raphael Hirsch's scheme for understanding the purposes of the Plagues, laid out in his commentary on 7:15, these three plagues, each the second in a group of three, form a group with a particular message to impart, and the use of this command to kick them off fits with that message, just as the introductions to the other two groups of three fit their intended messages.

In R' Hirsch's scheme (which takes its queue from R' Yehuda's famous initialization דצ"ך עד"ש באח"ב), the first nine Plagues can be divided into three sets of three, each of which contained the same three messages in sequence:

גרות - God can make you strangers in your own land at will. How dare you treat others as strangers? (Blood, Wild Beasts, and Hail) עבדות - God can take away your dignity and property, showing you the emptiness of the pride and masterfulness that owning slaves produced in you. (Frogs, Dead Animals, and Locusts) ענוי - This is what it feels like to be subjected to unrelenting pain. (Lice, Boils, and Darkness)

(See R' Hirsch's commentary for a full explanation of how each of the Plagues fit into this scheme.)

For the first Plague in each set, God commands Moshe to confront Paraoh at or on the way to the Nile River, using the verbs "לך" (Shemot 7:15) or "התיצב" (Shemot 8:16 and Shemot 9:13). The message here, according to R' Hirsch (at the end of the commentary on 7:15), is "Your future does not depend on the goodwill of the River but on the will of Him Who has sent me." To someone whose royalty, theology, national identity, and economy depended on the stable provision of this river, this gesture was quite alienating, thus fitting with the גרות theme.

The third Plague in each set was meant not to teach a lesson so much as to punish Pharaoh for not listening to the first two lessons as well as for his terrible mistreatment of the Jews. Accordingly, they are not preceded by a confrontation/lesson from Moshe. Instead, God commands Moshe to strike without warning in Shemot 8:12, Shemot 9:8, and Shemot 10:21.

Finally, to the question at hand, in the second Plague in each set, God sends Moshe to Pharaoh with the command "בא אל פרעה," which R' Hirsch translates as "Go in to Pharaoh" (my emphasis) and explains (in his comment on 7:26) "visit him in his palace" (consistent with the interpretation of the Ba'al Haturim cited in these answers and the understanding of Onkelos' translation suggested by this comment). Similar to the way God sets up the confrontations in the first Plagues, these confrontations are also meant to undermine the setting: Moshe goes in to Pharaoh's palace "in the midst of all the splendor" (comment on 10:1) and proceeds to promise, in front of the whole court, a degrading and impovershing Plague. Thus, these three plagues are programmed, starting with the location of their announcements, to cut Pharaoh down from the lofty perch from which he presumed to make other humans into property.