Stellaris is a space 4x game that uses energy as a universal currency. The Endless Space games are also 4x games that use ancient nanomachines called Dust as currency.

And yes, concentrating energy increases mass. E=MC^2, which means more Energy must necessarily mean more Mass. So basically gravity will be your hard limit, theoretically stuffing enough energy into small enough a place will create a black hole, though I assume if you're talking electricity then there's probably some physical limit you would hit first.