A lean fuel condition may exist if the engine is sucking in too much air and/or the fuel system is not delivering enough fuel. If bad enough, a lean fuel condition may cause lean misfire, a rough idle, hesitation or stumble when accelerating, and/or poor engine performance.
Unmetered air can enter the engine through a vacuum leak, a dirty mass-airflow sensor that is not reading airflow accurately, an EGR valve is not closing and is leaking exhaust into the intake manifold, an EGR valve that is allowing too much flow (because the EGR differential pressure sensor that monitors EGR flow is faulty and is under-reporting EGR flow). This is called the DPFE sensor and they are very common to go around the 60,000 mile mark.
If the problem is not enough fuel, the underling cause may be a weak fuel pump, restricted fuel filter, leaky fuel pressure regulator or dirty fuel injectors. It could also be a sticking idle control motor but that wouldn't cause a lean condition most of the time. It would just cause a poor idle.
The reason is may be more of a problem when the A/C is on is because the compressor puts additional load on the engine.
Are they original oxygen sensors? When was the last tune-up?