If you look at a radial probability chart for a given electron sublevel (excluding n=1), there is a probability of an electron in that sublevel being closer to the nucleus. The electron should lose energy if it is closer to the nucleus because it experiences a greater force of attraction to the nucleus, but how is this possible if all electrons in a given sublevel have the same energy?
You are trying to apply macroscopic understanding to the world of quantum mechanics. This thinking is doomed to fail. The energy of an electron occupying a specific orbital is that orbital’s energy. Full stop. Unless it changes its orbital it does not change energy.