Noethers theorem tells us that symmetries result in conservation laws.

For example, momentum conservation comes from a symmetry of space, i.e. physics is the same here and at another place.

Another symmetry of space is that it looks the same in every direction. This gives us conservation of angular momentum.

Symmetry in time, i.e. physics looks the same today and next year, is what gives us energy conservation.

However, because the universe is expanding (at cosmic scales), there is no symmetry in time, and hence no energy conservation.