The heating function just uses engine heat, so would use less fuel than the air con working hard in hot weather to keep it cool (the fan itself would add a little, but not enough you'd really notice its insignificant). You should be able to switch the a/c function off though - I think using econ if you have the climate control does this. Depends how much the heat/noise with the windows open bothers you. A low charge on the A/C will also make it work harder if its running low on gas, you'd usually start to notice this if the performance of the A/C is progressively getting worse (not getting as cold).
The controls may be slightly different given you have a late mk2 Alhambara, but in any case you should be able to disable the A/C from working somehow with the controls, which would allow you to monitor and see if there is any difference.
Only other thing i can think of is if the clutch (assuming its a manual) is slipping slightly, though would expect you'd have noticed if it was.