Well, I think that depends on the seat type. One would sit on a chair, but in an armchair, for example. The most common thing for a fan (οπαδός), to be more specific, which carries a rather negative connotation in Greek, if we translate it that way, would be to sit on a seat, since there's not something surrounding them, more often than not, if I'm not mistaken.
But anyway, I just checked and "in" is already one of the alternatives.
I think I would say that there is more of a tendency to use "in" when the chair is more luxurious, like an armchair or sofa, where there is a space to sit "into". You can't sit "in" a stool for instance.
However in this case, we are not talking about one fan, who (considering the sort of seats at sports venues) would probably sit "on" his/her seat, but rather the mass of fans and the mass of seats. They would sit "in" the seats, because they are amongst them, and not "on" them (altho that might be different for a smaller group of fans/seats).
However, odd if "in" is already there, because I was marked wrong for using it.