Just consider conservation of mass...where conservation means there have no loss in mass.but where have may or may not occure physical change that body.eg chemical reaction, burnihg of wood etc. In the case of burnig of wood where physical property will change. that mass converted in to ash.And in the case of conservation of mechanical energy there have no loss in energy.Eg in the case of motor where energy transformation occure one form to another but there have no loss in energy.In the case of conservation of angular momentum,consider a dancer in rotation where speed of rotation is controlled by hands, where velocity change but angular momentum is conserved, that means there have no loss and also change in some variable.In the case of conservation of linear momentum,Eg movement of marbles that strike another small marbles where small marbles move high velocity, we can see that where no change in linearmomemtum.there for we can conclude that there have no loss only change in some variable