None of my children asked me that. That's not saying that none of them had the opportunity to ask their father or their grandmother. The reply here about kids figuring out that the images are just that (long before they're in the "mode of asking") seemed right to me. Then again, I do know kids wonder things without asking. Really young children have different times for things like language and any number of other things (needless to say), so who reaches what stage at the same time he reaches some other stage is factor in the mix. So might be how young someone is when exposed to "x amount" of television.
I have some memory of being two years old and quite a bit about being three. I vaguely recall thinking the people on the set were in it, but I don't recall asking anyone. What I recall more is being very young and asking about where the images came from and how they got onto the screen. That was something I asked about from time to time, and I recall my father's answer being way too much for me to be able to understand. (This was in the days of picture tubes, and black-and-white television only. Maybe that made a difference because there was little chance, especially if a picture tube was in the starting-to-get-iffy stage, that I'd mistake anything on television for real. By the time color television showed up (and it wasn't all that great for its own reasons) I was old enough to be way past the stage-in-question.
So maybe I didn't ask because of that. It feels to me like I didn't ask when I was "vaguely thinking that" because, maybe, by the time I was in that "asking mode" my curiosity was more about how the images were sent to screens. Another possibility is that I asked before I was old enough to recall asking. So my own experience isn't all that useful here.
I think at least one or two (maybe all three in shared conversation) have said they recall thinking "that" about "people in the television". I just always kind of assumed their experience was similar to mine. I'm fairly certain that if they'd asked me I would recall telling at least answering one of them (and if more than one had asked I'd certainly recall saying some version of the same thing two or three times). I tend to assume very young children take it at face value for while, "think that", and fairly soon after reach the stage when they know better.
I'd think how much, who, how often, and when (age, stage, era) they first see television makes a difference.