Because the drivetrain is several times more efficient, other loads have an outsized impact on mileage. The Model 3 is rated by EPA to be 131 MPGe.
So yeah -- if your drivetrain is getting 131 MPG, your A/C that consumes the same amount of power is going to have a much larger proportional impact.
This same reasoning should also apply to charging your phone, cranking the bass, etc, because that represents an additional load on the alternator which must be powered by the engine.
Of course, turning on the heater in gas vs electric car is a different story, because the gas car is using the heat energy you mentioned that would otherwise be wasted.