Is energy always conserved?

Do you think this lost energy could be used to explain the asymmetry of baryogengesis in the early universe? I asked my professor the question of applying heisenbergs uncertainty principle to this problem with how pions pop in and out of existence and how the concept of mass energy could be violated this way when a particle and anti particle annihilate  while the pion is in existence leaving it behind creating the C-P asymmetry required but not violating the baryon asymmetry which is also required. 
Can this just lost of energy also be applied in this situation with how the two energy from the photons is contributing with space being such a small amount in the early universe?

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