This is related to the second law of thermodynamics, which basically says that energy tends to spread out and become less useful over time. When energy is transformed or transferred, it often spreads into the surroundings as thermal energy or sound, forms that are less useful for doing work. For example, when fuel is burned in a car engine, some of the energy goes into moving the car (which is what we want), but a lot also gets dispersed as heat and sound (which don't help the car move). This spread of energy is why some energy transformations are less efficient than others.
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