My assumption is if you demand the energy needs of a dyson swarm you’ve probably figured out how to convert this energy to work with none of it lost to heat.
Presumably to fuel things we could not conceive of given our relatively pedestrian in comparison energy needs. But, there is no free lunch. Work takes energy away from the system even with no heat loss by virtue of doing something with that work using energy, as we know from our most basic physics courses that assume a frictionless spherical cow with no heat loss.
Energy can't be destroyed. That's basic physics. Work of any kind is just turning usable energy into unusable heat. If you would have such device which can take heat and turn it into usable energy, then you would just need to take a system, charge it and it would be working forever. Unfortunately this is some Clark-tech level of magic technology.
How is this hard to imagine for you that heat loss can be minimized to the point of being effectively zero? Even with present tech we have a variety of heat loss efficiencies. No energy needs to be destroyed this is just what you convert in this case all converted to work.