It seems entirely plausible that the entities
(a) have access to Grid technology, or the biological equivalent, but
(b) have found that it is not in fact infinite, merely very large.
As a general rule, perpetual motion machines do not work. That's not just some contingent fact of our universe, it's implied by time translation symmetry -- it'd be true for a very, very large range of possible universes, and the ones for which it isn't true wouldn't* look much like our own.
*: It, er, is not true for our universe, at the largest scales, as dark energy flatly violates conservation of energy (as well as time translation symmetry). That probably just means we're missing something, i.e. the source of all that energy. However, while exploiting dark energy as a power source is certainly possible, it'd require machines built to galactic-cluster size scales.
At every scale smaller than a galaxy, conservation of energy holds.