I think it's because road riding is so much more dynamic that the fit feels different on stationary. On the road we move around on the bike quite a bit, and move the bike around, all of which offers relief from the monotony of being in one position such as with a stationary. Sure, you can stand, or scooch forward and back, but it's not the same as all the little movements we go through on the road that engage different muscles.

Of course, on a stationary, you don't need to set up for aero, so when you think about it, the setup should be different.