Energy in physics feels analogous to money in economics. Is a manmade medium of exchange used for convenience. It is the exchange medium between measureable physical states/things.
Is energy is real in the same way money is? An incredibly useful accounting trick that is used so frequently it feels fundamental, but really it’s just a mathmatical convenience?
Small aside: From this perspective ‘conservatipn of energy’ is a redundant statement. Of course energy must be conserved or else the equations are wrong. The definition of energy is it’s conservation.
On the risk of looking like a lunatic philosopher, yes, I’d argue that gravity doesn’t exist.
Even if energy is not manmade, the concept of energy is, or in other words: we invented this concept in order to more easily understand phenomena around us.
I see a lot of replies saying that “energy is in all things and is immutable”, but we (at least I) can imagine a scenario where someone invents a whole new system to describe nature which might not use the concept of energy at all (or any other concept you choose, such as gravity). The nature can be the same but the way we describe it can vary wildly (more likely beyond human comprehension).