The answer to this is ‘yes’ it does, but not by much. But then think of the alternatives. You could have the windows open but that would increase wind resistance which can add up to 10% to your fuel consumption, especially at speed. And don’t forget the extra noise and pollution through that open window. Also, it’s worth pointing out that you should run your air conditioning at least once a week, especially in winter as the seals can seize up through non use potentially costing you more in future in new parts and repair!!!