Yes, AC compressor should run, especially in winter months
As said it DRYS the air, pulls out moisture
In winter, shoes and clothes are often wet or damp from rain or snow
So YOU bring in alot of moisture when you get in to the vehicle
YOU also exhale alot of moisture, lol, as do all passengers inside the vehicle
With AC on all the time the air inside the vehicle gets dehumidified(dried), this prevents fogged windows but also any musty smells that WILL develop over time with damp interiors
If you are concerned with MPG then you can unplug the compressor, or pull out the AC relay when you don't want it to be on
Users choice
But I would activate it once a month for a day or two to keep system in good shape, i.e. lubed