much of our energy comes from burning fossil fuels
Burning fossil fuels pollutes the air by putting all sorts of noxious gasses in it, as well as greenhouse gasses which affect the climate
Extracting fossil fuels is also polluting, and they can cause oil spills and all sorts of chemicals to contaminate the ground and water. Using less energy means extracting fewer fossil fuels. So by conserving energy, we use fewer fossil fuels, and our earth has time to recover from the pollution