This may be a stupid question

[Jeff15]

But how come you do less mpg with the heater one..??

[R2D3]

Because heating uses energy.  Guess where the energy comes from.

[sportse]

The air conditioning can run from the battery, but the heating has to come from running the petrol engine.

[Lord Voltermore]

The engine is most fuel efficient at its operating temperature.  In colder weather the engine needs to run longer and more often to reach and maintain its optimum running temperature. 
By using heating you are extracting extra heat from the engine, which needs to be  replaced by running the engine for longer.   

[Neil Ives]

Any use of energy affects fuel consumption. Friction in tyre rubber,  brakes, lights, ancillary devices, such as aircon device, alternator, all affect consumption. The MK4 Jazz is able to recover some of that energy when braking and when decelerating.

[peteo48]

I think this is going to be especially apparent on short journeys. I've noticed the petrol engine stays on for longer on my typical short stop/start journeys since the weather has turned cold. You can't counteract the cold weather affect on mpg.

That said, I'm reasonably confident that my mpg will stay around 50 during the winter. I could be down into the mid 30s with my Mk3.

[John Ratsey]

Using the heated seats and keeping the heater fan off unless there's a need to demist the windows will reduce the extent of the engine running outside of its zone of maximum efficiency (if you don't know where that is then watch

).

[Lord Voltermore]

Sometimes if you are stationary and the engine is off in EV mode, it will start immediately if you switch on heating.     Its smart enough to know in advance that you are about to cool the engine down.

There are other factors  that increase fuel consumption in Winter.  Cold tyre pressures may be lower which increases rolling resistance . Best to check pressures.
Also Rubber is less resilient  but I dont know if this increases or reduces fuel consumption. But it does increase braking distance. Winter/all season   tyres have a higher silicon content and remain more flexible in cold weather
Under +7c they are better than summer tyres. Its not just their tread pattern.

Cold air is more dense, which affects wind resistance.     Winter specification Petrol has a slightly lower calorific value.