No it doesn't, the energy is stored as enormous potential energy in the atoms of enriched uranium. This energy is released when you split them and is converted into heat light, sound and other radiations, which (eventually) dissipate and convert into other forms of energy, for example, as radioactivity decays it generates heat, light (and other emissions?), as sound hits and vibrates a solid liquid or gas (kinetic energy) it generates heat etc. etc. The energy is never lost, it just becomes 'absorbed' again in a multitude of ways.
Energy that is lost to space (eg light, heat and other radiations) is the planet's lost energy, but it still exists (which is why we can see other planets)
Energy that is lost to space (eg light, heat and other radiations) is the planet's lost energy, but it still exists (which is why we can see other planets)