Acosta, "in" and "on" mean more or less the same. "In" is used when the picture in the speaker's mind is an enclosure. You can be on/in a plane, train or boat but "on" is use more frequently.
"At" is a different case. It means the boat is at a fixed location and "they" have gone to that location. They may or may not be onboard the boat, but they are whe