Because there is not such thing as expunging cold. Cold is just the relative absence of heat energy. Heat is all there is.
You can use energy of another type to create heat (chemical, electrical, nuclear etc), and that’s just fine. The equation is balanced, the energy just changed forms.
When we make things cold, all we are doing is transferring the unwanted heat energy elsewhere. We cannot just get rid of it, and changing it to another form takes concentrating that heat a lot more than would be practical in most cases.
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