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.

Here is documentation that your 1866 example in your post is actually from 1694 or earlier, in a description "of the Beasts of Virginia," by Mr. John Clayton.

From Google books, Philsophical Transactions, vol XVIII, London.

The Common Rate of a Cow and Calf, is 50 s. sight unseen, be she big or little, they are never very Curious to Examine that Point.

There is a very similar expression that means the same thing, and which seems much more common in the 18th century: unsight, unseen. The earliest I can find this expression in Google books is from 1694, in Hudibras by Samuel Butler:

For to subscribe, unsight, unseen,
T' an unknown Church Discipline,
What is it else, but beforehand,
T' ingage, and after understand?

The OED dates unsight, unseen (Obs.) to 1627:

a1627 T. Middleton & W. Rowley Old Law (1656), Take that at hazard sir... Unsight, unseen, I take 3. to one.
1632 R. Brome Northern Lasse, I would I had his Neece unsight and unseen I faith for her monies sake.

So I would conjecture that sight unseen originated from an alteration of unsight unseen. This alteration makes some sense, and replaces the word unsight, which the OED says is used as an adjective only in that expression. The OED's guess at the etymology of unsight, unseen is that it is a corrupted or dialect version of unsighted, unseen. But they attach a question mark to this etymology, so they aren't very sure about this.