Yes there is going to be some pumping loss when the AC clutch is engaged. When at idle you can hear and feel the load on the engine change as the clutch engages and disengages while it's running. There are also certain parameters in the ECM that disable the AC clutch when you go to wide open throttle. It's hard to say what you felt or you think you felt but I'd be willing to bet the difference, if any, is so small that you really wouldn't notice.
Well it is another pulley going.
The compressor pulley is always turning regardless of whether the AC is on or not.