Yes, it seems to me that saying an energy expectation value is exactly conserved is not quite the same thing as saying the energy itself is exactly conserved. Any completely closed system that has a definite energy, such that we have something exact to conserve in the first place, should be in a "stationary state"-- meaning that it doesn't do anything at all until it interacts with something external. Thus in formal quantum mechanics, the concept of a closed system that has anything happening in it is having a little fight with the concept of a conserved exact energy for that closed system, though it's not clear if that is really what is meant by energy being "exactly conserved." If it is only the expectation value that is exactly conserved, then that's an awful lot like being statistically conserved, because no finite number of trials used to ascertain the exact conservation will obtain exact conservation. Perhaps the issue is semantic, since the same could be said for classical mechanics experiments-- they will only verify exact energy conservation in a kind of statistical limit. Perhaps we can say that the theory of quantum mechanics is a theory of exact energy conservation, but in practice, quantum systems, like classical systems, can only be demonstrated to conserve energy in a statistical sense.