This paper challenges the mainstream view in modern cosmology that energy is not conserved on cosmological scales and proposes an alternative theoretical framework based on the ICCF (Information-Cognitive Compression Field) theory. We argue that the observed cosmological redshift—where photons lose energy during the expansion of the universe—is not a violation of the conservation of energy but rather a "phase transition" in the form of energy. In this framework, the total energy of the universe is viewed as an absolutely conserved quantity under ICCF, and the expansion of the universe forces this energy to transition from a concentrated, low-entropy state (high-density compressed form) to a sparse, high-entropy state (low-density compressed form). In this model, the "loss" of photon energy is, in fact, paid to the geometric degrees of freedom of the spacetime compression field itself. Moreover, this model further points out that such an energy phase transition and dilution process is inherently uneven, providing an intrinsic and self-consistent explanation for the origin of large-scale structure in the universe. This study aims to re-establish energy conservation as the fundamental law of the universe and place it within a computable physical framework.