In answer to the question, I believe the rule is borrowed from Latin, as were a lot of the early principles of English grammar. (Perhaps that's what others were getting at when they described an effort to make it a romance language.) In many respects the study of English grammar developed after the invention of the printing press as a self conscious attempt to ensure that English was good enough to appear in written form. There were those who argued that it wasn't. Latin is more forgiving than English on word order, but prepositions in Latin are normally used to introduce a phrase (elipsis is another question). The rule was concocted to help dress up written English look and make it look more like Latin.
Which brings us to another point, language isn't simply in the hands of the masses. There are power politics to grammar, and some have more of it than others. Witness the disappearance of "thou" from English, a process which was very much driven by questions about political authority and religious identity. Or for that matter, simply look at the decline of so many saxon terms into word taboos for which Italic terms are perfectly acceptable ...a direct expression of political relations in Norman controlled Britain.) People end sentences with prepositions all the time in spoken English, to do otherwise would often get you a funny look, but it's frounded upon in most writing. So, in a sense the convention is real even if its reality followed on the heels of pretense, even if it still involves a trace of pretense. But context is everything and poor English in the classroom may actually be the norm in a construction site. By norm, I do not mean common practice, I mean literally the expected pattern of behavior. The whole point of the Churchill gag is that in some contexts putting the proposition first violates native expectations.