That’s a technological issue. At one time, it would have cost more energy to gather oil than the energy gained from burning it as well.
But again, oil is a natural resource, neutronium is not. Unlike oil, it would have to be created, not mined or drilled. At best (assuming we could create some) it could be used to store energy, like a battery, but not as a source of energy. And there is another problem: it is unstable unless held together by insane amounts of gravity. A small amount of it would just explode as soon as it was created.