If we inject some air into a box then close our eyes for a few seconds and shove in a partition, there is a finite chance of finding the nitrogen on one side and the oxygen on the other. Entropy can decrease, and that's allowed by the laws of physics. The internal energy had better not change, though. That's disallowed.

If energy changes, our underlying physical laws need to be reexamined. In the official dogma, these are firmly in the territory. If entropy goes down, our map was likely wrong.