Quote Originally Posted by Abra View Post
Energy is never lost. It is lost as thermal energy, and dissipates through the universe. It doesn't leave the universe--the universe is a closed system (for this argument. Just as you said, it doesn't make sense for energy to come in from an outside source, it also doesn't make sense for it to leave to an outside place.). The universe has the same amount of stuff (energy and matter) as it had in the first place.
That's a violation of the 2nd law of thermodynamics. Here are two versions, both of which don't allow what you just described:

"Heat generally cannot spontaneously flow from a material at lower temperature to a material at higher temperature."

"It is impossible to convert heat completely into work in a cyclic process."

The background radiation is almost completely unusable, at least according to thermodynamics.