Protons (and mass and energy) could also potentially be created. If this happens, the heat death could be avoided.
Conservation of mass and energy is an empirical observation, there is no theoretical basis for it. We just don't know any process we can implement that violates it, but that doesn't mean it doesn't exist.
Conservation of mass and energy is an empirical observation, there is no theoretical basis for it. We just don't know any process we can implement that violates it, but that doesn't mean it doesn't exist.