A person's body may be interred (buried), so we naturally use "in". Surrounded by earth.
"Buried at ..." usually refers to the burial ceremony. We do say "buried at sea".
We can only say "buried on (place)" in the sense of "on top of something". So, "buried on a hill/mountain" or "buried on an island" make sense, but not "buried on a cemetery". I'd think the corpse was not buried, but exposed.