It's important to realise that we use the construction 'have... been' as the present perfect form of both the verb 'to be' and the verb 'to GO'. It is normal to use the preposition 'to' after 'go', in order to indicate movement from one place to another. For example, here's the phrase 'go to New York' in some different tenses: Present simple: I often go to New York on business. Present continuous: I'm going to New York a lot these days. Past simple: I went to New York last November. Present perfect: I've been to New York twice this year. I hope that explains why 'to' is the normal word to use here, and why 'in' sounds wrong.

To is much more common (in my experience). In sounds slightly odd but is not necessarily wrong.