Depends on your car. On Nissans, the air con, radio, lighting and other electronics were designed to start working after a few seconds of engine start.
So you will be fine and owners manual says there is no need to switch off electrical appliances when you start your car.
On my Mercedes Benz, there is no such clever design.
You may be in some small way reducing the life of your battery or starter, but this would be pretty negligible.
When you start with the AC on, you will be starting with the AC Compressor clutch engaged.
That means the starter must turn both the engine and the compressor.
The air con draw a very small amount of power from battery in comparison to the force needed to spin the engine.