“Energy” is a colloquially ambiguous term. The better terms are available energy (exergy) and entropy.
The Earth radiates away almost exactly as much energy as it receives. It has to. Otherwise it would boil. Our biosphere, however, extracts a lot of available energy from that system. That results in the Sun shining low-entropy energy on the Earth, and the Earth radiating high-entropy radiation away.
Put another way, a universe that is homogenous at 10 million degrees has plenty of energy. But it has zero useful energy because you have no entropy gradient.
Why not capture and make use of it?
Isn't that the whole point of heat pumps? Grab energy from one locale, move it another to do useful work?