It's go TO the beach. And when you're actually there, you're not ON the beach but AT the beach. The only thing you're ON is the sand/pebbles/rocks... the word beach refers to both land and sea together, as in, a place where you can swim.
Agreed. The explanation is correct. But I would extend this in a healthy spirit, you walk ON the land, sand not AT the land,sand. So ON cannot be ruled out on this basis. What are your views on this?