Actually they found out that the truck with the AC on used less fuel thus getting better MPG than the truck with windows down. I don't remember what the difference was though. But my own tests with my other car showed better MPG with the windows up. I haven't tried it on the truck yet.
I just googled the episode and your right they did find that windows up & a/c gave better fuel economy per the computers but when they actually ran the cars on 5 gallons of fuel, the windows down & a/c off ran farther than the a/c. I think the right foot has more to do with it than anything else.