There are things which are mysterious and difficult. There are things which even many experts in a field might not understand. I suppose my "good" attitude towards my teachers and my education may come from my appreciation of the facts that there is a lot to know and at the same time, no one knows close to everything about anything.

I am a physicist and I read your description above, and I can easily put myself in the place of the teacher. The total energy in the gravitational system is indeed conservative. Whether or not the total system in our actual universe is open or closed is a real question. How it got that way? Who knows how the universe started, even the big bang doesn't give a hint what was going on a second before the big bang started.

I can imagine telling a student who persisted in asking about these puzzles that they are indeed puzzles and what we could know is what we did know about the equations, and we were not going to use any more class time noticing they were puzzles, we were going to move on.

I'm sorry if that doesn't work for every student. I'm not sure though that there is anything that WILL work for every student.