As long as the system is heating and cooling properly, and the engine is maintaining proper cooling temperature, I wouldn't worry about it too much. However, I would want to know that the cooling system is filled and working properly.
I leave the Climate Control on all the time, and just set the temperature where I want it and forget it. There's really no need to turn the unit on and off.
'84 Euro 240D, 516K miles
'88 300E 5 Speed
Over 800,000 miles in