The energy to move the electrons is transfered. The electrons moving are just a transfer of that energy.
Imagine if you will, you could move a magnet with your hand and arm across a coil of wire to generate voltage and current flow. The energy comes from the food you ate to make your hand and arm move not the electrons of the conductor.
Or, you are in bumper to bumper traffic(literally) and the last car rams into the car in front of it. The gas being burned made the car move and cause one car after another to "move". The movement of the first car in line will equal the energy of the gas being burned. Even if the brakes are on (resistance) the heat produced by brake pads etc. will be an equal transfer of power. Power is not created or destroyed.
I think this is a simplistic explanation but gets the point across about electrons being "lost"
