That sounds like a convenient thing to believe, similar to family telling me to just leave the heater on all day on a base level heat to supposedly save energy because it doesn't have to do a lot of heating when I come home from work. But, obviously, a lower temperature differential between inside and outside is going to lose less heat/cold, so unless the heater/AC is more efficient at lower power levels (they're not) it cannot possibly make sense to leave the heater/AC on when you're not making use of it to save energy. Sure it'll have to work harder when you get home, but that's better than it trying to maintain that temperature all the time. I guess people want to believe this though because you'll have a higher thermal comfort if you don't come home to a hot/cold house.