Energy is needed to lose energy because by moving energy from within the refrigerator to outside it, an energy gradient is set up which usable energy can be extracted from. There is a concept called “entropy” which is basically the observed behavior of the universe to trend towards equilibrium; concentrations of energy spread out until everything is evenly distributed.
So because energy cannot be created or destroyed the heat within the refrigerator must be moved outside, and this reversal of entropy requires energy to perform.
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