It’s not true the way the question is phrased.
Particles can absolutely be created out of nothing but energy and annihilate into radiation. That’s how matter and antimatter work.
But it’s not true even for more common processes, like nuclear decay. There’s no electron hiding inside a neutron before it decays, it’s created.
But there are certain specific quantities, such as charges and “quantum numbers”, which seem to be preserved through all changes (decays, collisions), and they dictate what is “allowed” to appear and what combination of particles cannot be a result of a transformation.
So for example, in the aforementioned neutron decay, the neutron lacks an essence of “electroness”. That’s a quantity called “lepton number”. It’s 0 for the neutron. For an electron, it’s 1. Those are not the same number. To make this work, there’s another particle emitted, an electron antineutrino. It has a lepton number -1. 1 + (-1) = 0. Now this all works out.
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