[andrewcooke]

not all stars end in supernovae, and even supernovae may leave a core. see http://en.wikipedia.org/wiki/Stellar_evolution

that means that matter is gradually "trapped" in brown dwarves, neutron stars and black holes. so recycling by supernovae isn't sufficient to avoid heat death (if only half of all stars give supernovae then in in just seven "lifetimes" you've lost 99% of matter to those "sinks")

(maybe it's not clear, but that diagram is focusing on a very long time period, much longer than the lifetime of any star that would go supernova).

but what happens in the very long term is, i think, something of an open question (i am not an expert - i used to be an astronomer, but i've never really thought about this before).

that diagram is based on work in a book that assumes two things: (1) that protons decay and (2) the universe continues to expand. i haven't read the book, but the conclusions seem reasonable given that assumption (afaik the current consensus is that (2) is correct).

but they are just assumptions - see http://en.wikipedia.org/wiki/Ultimate_fate_of_the_universe for alternative possibilities.