You do not need energy to produce a force that compensates gravity. A table does not use energy when it prevents your dinner plate from crashing onto the floor. Energy is force times distance. So you need energy to lift something up against gravity because you are moving it across a certain distance. But you do not need energy to keep something stationary, even if you need to use a force to do this.
The confusion comes from peoples own experiences. Even though you do not put energy into holding on to something your muscles need energy in order to generate that static force. This energy does not get converted into the object you are holding but end up as heat in the muscles.
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