Basic thermodynamics would tell you to draw a "box" around the system and do an energy balance. We're not nuclear here, so there can be no creation nor destruction of energy. You put juice in the "box" (power to the pump with an electrical cord)? Then every bit of that juice must somehow "leave the box". Some exits off the motor housing (which may or may not be in the water). Some initially shows itself in the form of pressure rise * flow, but it must still leave the "box".
If it isn't electricity, there are only so many other ways that energy may enter and leave the box. The only other one of consequence is heat transfer.
Anyway, energy in must equal energy out at steady-state.
The two items related to this that seem to cause the most confusion are the actual power draw of a pump and how this relates to flow. Pumps draw more power at higher flow, but the power vs flow decreases with increasing flow. This means even though you're putting more energy into the water at higher flow, the temperature rise over the pump will decrease with increasing flow.
Lord have mercy but this topic seems to have been talked to death.
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