As a child, I lived in a house that stood in a relatively short road. When I lived there, I always said "I live in Hatfield Avenue". I now live in a property that stands on a much longer road and I now say "I live on Connaught Road". The only difference is the length of the road. If I lived just round the corner from where I do, in what is a much shorter road, I would revert to using "in" and say "I live in Maybrook Road".
This is the first time I've ever tried to work out why I change prepositions and the length of the road is the only thing I can think of. I do the same with shops. For example, if someone asked me where the shop Anandis is, I would tell them that it's in Shaftesbury Gardens, which happens to be a small pedestrianised road in the middle of the older part of my town. If they asked me where Waitrose is, I would tell them that it's on Eastern Road, which is a long wide road right in the centre of the main shopping area.
(Those aren't the real names of the roads involved.)