if humidity is a problem, it's a good idea. it is going to waste some of your electricity used on the AC
can you exhaust outside the room? another option that may be good enough. AC reduces humidity in a house, so if it is pushed out somewhere else, runs through AC before spit back into that room it won't be extra humid air anymore.
so, yes.. exhausting outside will make your furnace or AC work a bit harder. how much it impacts the thermostat will matter too.