Quite a leap.
Energy exists.
But, if the total in the universe is zero . . .
It can't be created according to the First Law.
Hello?
You want to tell me that nobody is trying to find out why without evoking the C word?
Actually, I think I've seen physicist explain conservation laws as being the result of symmetry relationships. That's not the same as being able to recapitulate what he said. But why the First Law exists is a different subject from claiming that the great minds of physics are trying to beat the First Law. The little minds of charlatanry are trying to do that.
The Emmy Noether Page, a more detailed treatment.
From the same site, Noether's Theorem:
For every continuous symmetry of the laws of physics, there must exist a conservation law.For every conservation law, there must exist a continuous symmetry.