Any transfer of energy is a loss. That's the law.
So you mean when you convert coal energy to electricity you lose?
Then when you transform it to transmission voltage you lose?
Then when you transform it down again you lose?
Then when you transform it to DC you lose?
Then when you convert it into chemical energy for storage in a battery you losy?
Then when you convert it back to DC voltage you lose?
Then when you convert it to kinetic energy you lose?
Sounds like a losing proposition.