Nobody here has air conditioning or proper heating. The climate is very benign, rarely getting hot or cold. There's little need for interior climate control, and even less insulation: windows are paper thin and don't shut very tight, among other things. (However, a lot of people do have small portable electric heaters, which are very inefficient to begin with and made more so by the lack of insulation.)
Maybe having or not having AC plays a role as to whether you get to know your neighbors, but it's not the only and certainly not the defining one. Television and not working where you live are, I suspect, far more important.
As to cost of living in general, that's the kind of question that sounds very simple but turns out to have a rather complex answer. Get in touch (see the contact info in my profile) you're interested.
Knowing your neighbors has less to do with air conditioning and more to do with personal motorcar ownership. None of my neighbors owned cars.
Of course, really wealthy neighborhoods in Mexico have tall concrete walls with broken glass embedded in the top around every house. That keeps the neighbors from getting too friendly.