Yes. One aspect is high humidity, where there is more drag on the car because of the moisture in the air. Since Warren air has more capacity for moisture than low air, it means heat plays some factor in gas mileage.
I’m sure there’s tons of other factors that heat plays into as well, such as your engine running outside optimal temperature ranges or how much grip your tires have on the road.
Your car’s engine has a temperature sensor on the air intake, because it needs a certain fuel-to-oxygen ratio in the cylinder to ensure all of the fuel is ignited. Cold air is denser, so more fuel is injected in colder weather for the same volume of air. While accelerating, it won’t make much of a difference, but it would lead to decreased fuel mileage due to more fuel used while idling and coasting.
The density of air depends on temperature (and humidity, among other things). A huge source of loss at freeway speed is air resistance, so lower density due to higher temps should improve mileage.
Newer vehicles would not be too much of a difference depending on how much you let your vehicle warm up before driving during the winter. It runs less efficiently when cold but that would be offset by using the air conditioner in the summer. My primary vehicle is an 1988 4runner, it increases the idle when it’s cold to get to operating temp faster, I don’t have a/c. During the winter I get about 10mpg pretty much regardless of whether I let it defrost before driving or not, during the summer it goes up to about 15mpg. My fiance’s 2003 Jetta only varies by about 3mpg between summer and winter though.
Independent of other factors, running the AC definitely does.