Cold air is dense air with means that technically more oxygen is going into your engine.
The PCM is programed to try and keep the ideal air fuel ratio of 14.7:1
As a result more oxy means more gas is required....thus poor mileage. so unless your mileage is REALLY out of wack I would say normal.
Also....if something was Wacky...there would be codes set more than likely.
but to answer your question...the ac compressor will be commanded on in the following positions...Max AC, vent, vent/floor, defrost/floor and defrost. Temp setting has no effect.