The photons being absorbed by the cells in your eyes, giving up their energy is exactly how they stimulate your retina. The energy is what tells your nerves to send the signal to your brain to tell you what you see.
Photons cannot run out of energy. They either continue on with their energy or they get absorbed, and give their energy to whatever they hit, at which point, they stop existing.
Depending on what they hit, they are usually turned into heat, but they could also excite an electron in an atom, either breaking apart a molecule (like silver nitrate in an old school camera) or being reemitted as a lower energy photon (fluorescence and phosphorescence)
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