That's like saying the math doesn't represent anything real. I find that hard to believe since something is obviously being detected and calculated. Is there anything else to suggest what substance was before matter formed? Energy is the inverse of matter, there is really not much more other han space time. That sums up he universe, space time matter and energy. Anyone have anything else that isn't just a different form of those?
I will make a last attempt. The question of the OP IS "What a statement 'all is energy' means?
Just as Mass is a measure but is not substance, Energy is a computable measure but not a substance. Now to say that everything is energy is actually saying that everything is a comutable quantity. Now, that may be true yet that does not mean that universe is made of a substance called energy. Remember the search for God particle?
Neither you are talking of any religion proper. At least in Veda/vedanta Brahman is the material and efficient cause of universe.