Since no one else came up with a thoroughly researched reply...

I suspect that we get it by evolution from "come on over". The "on" means "forward" or "ahead" literally, but in the phrase it adds encouragement, like you'd use with a dog for example.

It's an astute observation, whilst they may seem to mean the same thing, the two idioms convey very different contexts and emotions:

To each their own

This particular expression conveys a resigned acceptance or dismissal of someone's choice. It definitely is a comparative statement.

Its emotion tends to be particular to a subject that has a limited feel to it. For example, if you like a sherbet over ice cream, I might say "whatever, to each his own". It not only conveys choices, its direct-predicate comes across as being inferior.

If you want to get a relative feelings, consider the following (and contrast with the expressions later on)

Hercules: "Venus uses seduction, whereas I believe in strength, to each their own"
Venus: "I use seduction, Hercules believes in strength, to each their own"

Both of the speakers seem to convey that their own choice is superior to the other's, otherwise the syntax of both dialogs is pretty much identical.

A law unto themselves

This expression conveys a reverence, or a sense of awe, about the entire disposition towards the predicate. Here there is the dismissal of everything in favour of the predicate:

In contrast to the to each their own, the meaning remains identical irrespective of the speaker:

Commenting on Hercules' strength:

Hercules: My strength is a law unto itself
Venus: Hercules' strength is a law unto itself.

I am not sure if this clarifies, I hope it does.

While this explanation may not be a law unto itself, it is, however, useful. Although you could choose to ignore it, after all, to each their own.