One can't be born ON a month. They are born IN a month. 
Are you sure about that? "On", used to this context, refers to a function of time. That's why you would say "I need you to be 'on' time." Instead of "I need you to be 'in' time". Or say, "The game is "on" Sunday" instead of "The game is 'in' Sunday."
"In" refers to inclusion within a space or a place. Say, I specified a day. Would I say he was born "on" the 19th or born "in" the 19th. I was born "on" a Monday or I was born "in" a Monday.
Say, I included the exact day of Robbie's birth. Would I say, "Robbie was born 'on' May 24th 1946" or "Robbie was born 'in' May 24th 1946."?
I remember solving (or trying to solve) a Math problem on a test during my college day. The solution was running long and I was running out of room. So I wrote "continues in back" and my professor using a red pen scratched the
in and wrote in a big "ON" instead.
BTW, I am looking forward to watching UFC 196 which is being held "on" March 5th, 2016.
http://www.ufc196.net/