If quantum mechanics allowed for small violations of energy conservation (which sometimes people even say that it does, on short time periods, although this is not really correct), then McGonagall's tranformation would still violate physical law as we know it. In physics, you don't always push everything down to the most fundamental theory, which is a good thing, since we don't actually have a most fundamental theory of physics. There is no such thing as ‘our best [single] model of reality’; there are some ways in which our quantum models are (so far) worse than our classical ones.