Both are idiomatic expressions. Neither of them are to be taken literally. If you are going into work, you are not outside the building about to enter through the doorway. If you are into jazz, you are not physically moving through a jazz dimension. As idioms they can be spelled any way the historic use of the term settled on, so into is fine.
There is even a dictionary definition that fits, as per dictionary.com:
(used to indicate entry, inclusion, or introduction in a place or condition): received into the church.
Since we’re citing the dictionary, Merriam-Webster gives one definition of “into” as
So I would write “I’m really into this” (one word).
But I would say “Are you going in to work today?” because “in” and “to” do function as separate words:
“Are you going in today?”
“In where?”
“To work.”
I think those should both be “into” since they are positioning the object, even if just idiomatically. The second one might be “in to” if work is a verb and not a place.
@Thudlow_Boink is correct: “I’m going in to work today.” It may feel like you should use “into” here (based mostly on how easily the syllables roll together), but that’s incorrect. The words should be separate and discrete in this usage.
By the time I read the first half-dozen replies, I realised that I had no idea which is correct. As with so much grammar, I just use what looks right to me, fully appreciating that other’s (including grammar correction apps) may disagree.