[pigpang]

It's same as for everything: something is going into lower energy state, while something else going into higher energy state via some energy transfer mechanism.

We are 100% sure for one side of energy transfer: both spacecraft and Sun are going to higher energy level first, then to lower energy level.

Other part of equation is unknown. It's called "Gravitational potential energy", but it's unknown what stores this energy. However, we have few hints: objects creates gravitation waves, gravitational waves are propagated at c (speed of light), there is Higgs field (nature unknown), which is presented everywhere and gives mass, Higgs boson connects objects to Higgs field, gravitational force is proportional to 1/d^2. So, we have a medium (Higgs field), to which objects are connected via Higgs bosons. We can assume that energy can be transferred to/from the medium via bosons, so medium can store the energy and release it. We can speculate that when bosons somewhat connects to medium, it may create a tension in the medium, like bubbles on water, via unknown physical process. As result of that tension, bosons which are closer are spending less energy to create same tension, which makes closer position energetically favorable, so any random motion (because of noise in the medium) in direction of another boson will release some energy, while any movement in opposite direction will require to apply some energy.