It's really not. If there is nonzero energy, and our current models don't allow for energy to be created, either we need new models that do allow for energy to be created (time-variant physics, for instance), or we need the existing models to propose a way it was initialized. Without that there's a gaping hole in the model the size of all of the energy in the universe.
Certainly you can't 1) have a model where energy is constant 2) believe there is nonzero energy in the universe and 3) dismiss any model where energy can change as bogus out of hand because you believe it should be constant, without counter-proposing how it even got here.
Nobody argues it wouldn't be nice. Physics argues we can't ever know. It's a rather significant difference and if this gets proven wrong, you'll find that physicists are the ones partying the hardest.
The difficulty is we don't know what happened in the first planck second after the big bang, let alone before the big bang (if that's meaningful).
We haven't unified quantum mechanics and relativity. Hence we can't be certain that singularities exist, or that the universe started off in a singularity.
I'm aware. What I'm saying is if that's how much you don't know, you'd better not make any claims like "X can't be accurate because it doesn't match what I think I do know".