What about those old cars where fan starts as soon as you start the engine as it is belt operated?
It doesn't make much of a difference because in Pakistan we have hot climate and heated engine consumes more gas/fuel as compared to colder one.
If the @crazy_rider statement considered to be an accurate one, then cars should consume more gas on highways but it does otherwise, also notice the temperature which comes down several times during highway driving if you are not using the aircon.