If energy can neither be created nor destroyed, then why do we need to conserve energy?
Energy can neither be created nor can it be destroyed. It can only be transferred from one form to another.
The definition says it all. While using a resource for a kind energy and also the amount of that energy by that resource we just transformed the energy to another form. Now that transformed energy can be used for other work, not for the same work.
Let's say resource like coal, we use coal to get heat energy and then the heat energy is transformed to mechanical energy in steam engine. So getting that kind and that amount of energy from different source is rare or expensive.