Like Hhatkin said, you can add the AC device to all activities in one go by using the special option "Select the Activities that use this device" under "Device > Settings" (it's under "Device > More Options" for the website interface). This special option is only available to Home Automation device types (Light Controller, Climate Control, Home Appliance).

If you don't want the activities (including the built-in Off activity) to control the power of the AC device, then simply select the option "There are no power buttons on my current remote for my AC Climate Control" in the Device Adjust power settings.