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Who says it has to go anywhere else? Why can't the energy just exist in the form of eroded sand and heat? If you use a huge amount of force to bend an iron girder (with apologies to Bender) where does that energy go? The iron girder doesn't inevitably spring back and give the energy back. It's just bent. But it also gets hot. That's where the energy goes.
Turning large grains of sand into smaller grains of sand uses energy, which becomes heat in the process. If you put the heat back in, you can eventually melt the sand back together, but this is not a lossless, perfectly reversible process, see: "entropy".