From a raw "music" point of view, both .au and .wav file formats may introduce a form of lossy compression, as compared to the basic Pulse Code Modulation (PCM). Partly because some parties to drift away for the standard standard, including mu-law companded versions, there are some inconsistencies in the AU and WAV formats.
As the .au is lossy compressed, what is important is that you do not lose even more information while converting to .wav. From your discussion with @Olli Niemitalo, the information seems preserved. However, I am a little worried that the file sizes are the same (.au file) (I tend to think the .au ought to be smaller, with the basic settings):
The Au file format [...] Originally [it] was headerless, being simply 8-bit µ-law-encoded
data at an 8000 Hz sample rate. Hardware from other vendors often used
sample rates as high as 8192 Hz, often integer factors of video clock
signals. Newer files have a header that consists of six unsigned
32-bit words, an optional information chunk and then the data (in big
So you can check the header information to be sure of how the .au was compressed, what channels are here, etc. As long as this information remains in the .wav file, the chances of affecting genre classification are very mild.