Energy is neither created, nor destroyed, only changes form. With the 'heat death' of the universe, all the heat spreads out evenly, so it's pretty danged cold by our standards of such things.

https://en.wikipedia.org/wiki/Heat_death_of_the_universe

"If the curvature of the universe is hyperbolic or flat, or if dark energy is a positive cosmological constant, the universe will continue expanding forever, and a heat death is expected to occur,[3] with the universe cooling to approach equilibrium at a very low temperature after a long time period. "