I agree with DocV that prepositions are highly idiomatic, perhaps the most idiomatic parts of speech in the whole English language. I always make a point of this when I teach -- something as short and apparently insignificant as a preposition can, if wrongly used, ruin an otherwise perfectly correct sentence.
Thanks to this forum, I came to get in touch with valuable people like David (and DocV) and, as a result, I got to know about the existence of some books and other sources of information I had never come across before, like English Prepositions Explained by Seth Lindstromberg. This author provides some original insights into the understanding of the meaning of prepositions. I haven't found the exact case of "interesting to sb," but on page 236 we can read the following (the bolds are mine):
2.6 To for metaphorical presentation [...]
We sometimes think of [thoughts and objects introduced by "to"] as things that can present themselves to us (so that we then perceive them) [...]. Something like this underlies the usage of to in expressions such as:
[...] It was news/a surprise/a mystery/plain/familiar/known/new/credible to me that…
Then, on pages 238 and 239, Lindstromberg says:
2.9 To vs for after words such as helpful [...]
The meanings of to and for are usually clearly different. But in some contexts the gist of the two words seems to be so similar that good speakers of English might feel that there is a difference yet not be able to say what it is. [...]:
(27) Was this information helpful to you?
(28) Was this information helpful for you?
In (27), to presents ‘you’ as a recipient of ‘this information’ while in (28), for portrays ‘you’ as a beneficiary. [...]
Much the same can be said about usage of to and for after words such as benefit, beneficial, advantage, advantageous, essential, and necessary.
A similar case is that of "important": if something is important to you, you value it (faced with the thing in question, you find it to be important); if something is important for you, you need it (you are the beneficiary).
I think in the case of the adjective "interesting" only the opinion, and not the benefit, meaning is present, which accounts for the use of "to."