The reason they base all of science on this assumption is that they are trying to frame reality in a set of rules that can completely describe all the natural phenomenon. If energy was arbitrarily entering and leaving the system, it would create a fundamental unknown that science couldn't readily address.
Think about it in simple terms, if objects could 'magically' vanish into thin air, then how could we go about living day to day life? Would we be terrified to walk up a flight of stairs when every step might evaporate from beneath us? I'd hate to be driving a car or riding a bike when it suddenly chose to leave my frame of reference.
In the same way, the scientists basically said, let's assume that what is will continue to be, and let's ignore the possibility that new things might just pop into being or old things pop out. Which is a perfectly reasonable thing to assume, when your goal is to gain the best insight into the world that surrounds you.
We aren't going to delve any further (at this time) into whether or not the world is a closed system, at face value, miracles seem to violate such a system, but that's beyond the scope of our discussion.
Instead, I wanted to think a little about what we think of as 'fair.' If the world has no order and it is a mad chaotic confusion, then to us, it isn't fair. If we are meant to make sense out of the world, and more importantly, function within the world, then HaShem needs to make the world fair.
It is very good news then that Rebbe Natan teaches in Likkutei Halachoth, in the name of Rebbe Nachman of Breslov, that every single action that a person does for the sake of heaven is never lost. Every movement, every thought, every word that is performed, uttered, or imagined in holiness, comes to our aid in a moment of weakness.
We can rest comfortably knowing that the world is fair and every ounce of effort we put in stands as an eternal reminder to HaShem of our deeds and our intentions. Even more than that, every drop of sweat comes back to aid us and further us in our cause when we most need it.
HaShem's creation is fair. (Even if it may not be the closed theoretical paradise scientists are betting on.*)
[*note to think about, or not: the point is moot, from within the system, I don't believe we can ever prove whether it's closed for certain, and in either case, when you are talking about a being with infinite perfect foresight and infinite perfect insight, any miraclulous phenomenon could be built into nature, meant only to occur once throughout the entire history of the universe. On the other side of things, don't be mistaken, God doesn't meet the criteria of a closed system. That would limit God. The words system and closed (and all other words) are bounded by God and not the reverse.]