I would simply do it too. The hole is only 10 cm in diameter and the gaps between the pipes will be foamed. The KFW funding only concerns the energy demand for heating and hot water. The air conditioner is electricity consumption as long as it is not used for heating. No one says anything if you cook a 5-course menu every day, have 5 refrigerators, or 2 gaming PCs. I have had separate split air conditioners in every bedroom for 20 years and that was the best decision.