The concept of energy is meaningful within a given reference frame. I guess most of us, to define energy, would require a Newtonian frame, or the frame of a Special Rel observer.
Just, for instance, to be able to say clearly what "work" is.
Conservation of momentum and energy are proven using time and space translation symmetry. In the real world (where symmetry is only approximate) they are only approximately true. In general, there is no global frame of reference. There is no global definition of energy. You cannot prove conservation globally. There is no reason to believe it in general
We have all met people who suffer from excessive credulousness. They don't critically examine their beliefs. Some one told them "energy is conserved" and "things cannot move faster than c relative to other things". They swallow that naively without asking "in what context?" and "under what assumptions?"
Without assumptions about symmetry you cannot define our motion relative to something that existed in the past. Without a reference frame there is no unambiguous definition of motion or speed. As a general rule, curved spacetimes do not admit global frames.
I'm no great expert or authority in these matters, but I'm pretty sure that over cosmological distances you can't unambiguously say what distance is or motion is without making some explicit definitions first. That would go for energy also, to the extent that it can be defined.
BTW I recall reading years ago that in a curved space an amoeba-like creature could travel by successively changing its shape. I've lost the reference. It was in arxiv.org as I recall, maybe about the same time 2004? Do you happen to remember seeing something like that? It appears to violate intuition---the think is moving without rockets, without any "equal and opposite" reaction mass. Anybody remember seeing that?
I found some links!
Something from Science, February 2003:
http://www.sciencemag.org/content/299/5614/1865
Free article from Physical Review D
http://arXiv.org/pdf/gr-qc/0510054v2
also more recent popularization in Sci Am.
http://www.scientificamerican.com/article.cfm?id=surprises-from-general-relativity&page=2
Some animations (scroll down)
http://physics.technion.ac.il/~avron/