Yes but is the issue the heater or the air con. As You can turn the heater on but have the aircon off
If you have climate control set to Auto the heater will be used if it needs to raise cabin temperature to the set temperature ,air con used if it needs to reduce it. . The right hand knob increases or reduces heater fan speed which may indirectly affect the amount of heat extracted from the engine and fuel used to maintain engine temperature and battery power for the fan.
If the need is to raise cabin temperature the air con is usually off.
If you press the button for rapid windscreen clearance BOTH heating and air con are used. (air con dehumidifies)
If you just want air con without automatically maintaining a set temperature the aircon button will switch this on and auto climate control off.
A 'normal 'car has an engine driven air conditioning compressor ,,a direct loading that increases fuel consumption.
But I think the Mk4 uses an electrically driven compressor (so it can still run in ev mode) .The engine may need to run more often to provide it with battery power but the effect on fuel consumption is reduced.
A heavy right foot can have a big affect on fuel consumption. You dont have to drive like a lunatic to fall foul of this.
The secret is to keep within the sweet spot. Its possible to accelerate quite rapidly without any conscious use of the throttle. A bit like following slight curves without consciously steering . It needs very delicate and subtle use of the throttle. If a driver has difficulty with this it may help to use Econ mode which suppresses throttle response. (and climate control) . You can always give it some extra 'welly' when required.