"on television" sounds very odd to me - why not "Which TV channel are they watching?" I realize that "trên" literally means "on," but the English translation is not natural-sounding...
"On television" works. It's just not commonly used because these days people say "on TV".
Locally, we say "on television" quite naturally.
It's another Brits vs American thing. 'On the telly' is the normal idiom in Britain. And 'on the television', or 'on television' are both quite common.
"TV" instead of tivi is considered wrong.
Though many people prefer it, in fact.
Đài (truyền hình): channel. Kênh is very new to me.
"which tv channel are they watching" is also very natural, but marked wrong