NB: Kyubey omniscience is a little exaggerated. I mean,it didn't even know what Homura's powers were until it actually saw them right in front of its own eyes. If Kyubey was as intelligent as fanon styles it as, it'd never give Madoka her wish, because the fact that her sheer potential makes her a bigger threat to the universe than entropy if mishandled, which as an emotionless thing interacting with emotion-having teenage girls, is more than a little likely.
Any sensible thing harvesting emotions for energy would just plug some handy species into a dyson sphere somewhere and milk them of their emotional juices for the next few hundred billion years.
Kyubey is the emotion-harvesting space monster version of a cowboy builder, doing a quick, shoddy job with minimal effort and investment that they plan to run out on as soon as they can before it all collapses. Case in point, when Madoka Witches, he just runs off, abandoning all future possible grief sources from an entire planet, just because Madoka's payoff was big enough that it could get away with leaving.