Did you see the boat race on (the) television?
Oxford Advanced Learner's Dictionary of Current English, 1974
What's on (the) TV this evening?
There's an interesting play on (the) television.
A Comprehensive Grammar of the English Language, 1985
Can we really say a program is being shown on the TV?
I think yes, because you can refer to a specific TV.
The same is with cinema.
You would say "I go to the cinema", because you mean a specific cinema.
However, it's usual to say "I go to school" (as pupil).
If you want a better explanation, I will try to find the thread where I got this information from.