Why do we watch X, but listen to Y?

Solution 1:

Such are the rules of grammar. In this case listen requires the preposition "to" with an object, while watch (as in "watch a show") must be used without a preposition.

This is simply the way the language developed over time. In modern English, listen is intransitive and takes a prepositional object. However, in Shakespearean times this was not the case:

Listen /transitive verb/ archaic : to give ear to : hear

lady, vouchsafe to listen what I say — Shakespeare

(Webster's Unabridged)

Edit: Here's an excerpt from The works of Thomas Hearne that I liked, which demonstrates this use of listen:

(Courtesy of Google Books)