I love questions like this that startle me: "I never thought of that!"
Those are definitely the preposition uses I'm familiar with too, and I'd feel guilty giving you my standard answer: "Language is just like that, built on people's group behavior that isn't always logical. So I'll guess:
Until the arrival of videotape and DVDs, watching movies was set up to make us feel that we were right there: a huge concave screen and sound surrounding us in a totally darkened theater. As we perceived it, we and the actors were all "in" the movie.
Meanwhile, TV was a box in our living room with a small, slightly convex CRT screen on the front that we watched with plenty of light in the room. The actors were "on" TV in the way pictures are on the wall. This is a shaky guess - after all, the Mona Lisa or Michael Jordan is "in" that picture on the wall, not on the picture. Still, Michael is also "on" a cereal box so maybe the key idea is that the TV images are on the outside of the TV box (a word often used for TVs, as in "idiot box").