The alternator requires energy to drive it. If you've ever had an alternator belt off, switched on the ignition and tried to turn the aternator pulley, you willl find it difficult if not impossible to turn. The more current you draw by switching on heaters and radios then the harder it is to turn, which as it's turned by the engine increases fuel comsumption.
Fuck me im going to be sitting in silence and freezing my tits off in the car from now on then ha ha