Further into the article he says that, "It would be irresponsible of me not to mention that plenty of experts in cosmology or GR would not put it in these terms. We all agree on the science; there are just divergent views on what words to attach to the science. In particular, a lot of folks would want to say “energy is conserved in general relativity, it’s just that you have to include the energy of the gravitational field along with the energy of matter and radiation and so on.” "

So energy is conserved on the whole, it’s just not conserved if you consider photons apart from their greater context.