Losing a battle in conquest should not use your energy

I agree this is an issue, but disagree with your solution.

I believe the best solution is to allow the user to see the enemy stats beforehand. Then you can see if the enemy team will go before you. It would allow you to more skillfully select a team rather than just picking a team that you hope gets to have a turn. But it would keep the incentive of having a negative consequence for losing.